+11,247.2%
STZ vs SWK
+1,213.8%
+10,033.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.1% | -7.8% | +1.7% |
| 7D | +13.0% | +17.9% | -4.9% | +7.9% |
| 30D | +29.4% | +31.9% | -2.5% | +19.9% |
| 3M | +11.6% | +16.6% | -5.0% | +6.8% |
| 6M | -0.2% | +61.1% | -61.4% | -13.1% |
| YTD | +8.6% | +64.2% | -55.7% | -6.6% |
| 1Y | +15.9% | +85.2% | -69.3% | -3.6% |
| 3Y | -35.4% | +50.2% | -85.6% | -45.1% |
| 5Y | -26.9% | -22.8% | -4.1% | -27.6% |
| 10Y | +7.8% | +35.8% | -28.0% | -13.7% |
| All | +11,247.2% | +1,213.8% | +10,033.4% | +5,604.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling