+30.5%
SWKS vs STLD
+864.5%
-834.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.5% | +1.0% |
| 7D | -9.2% | -12.5% | +3.3% | -4.2% |
| 30D | -1.9% | -6.8% | +4.9% | +0.7% |
| 3M | +21.2% | -16.4% | +37.6% | +29.5% |
| 6M | +12.9% | -6.1% | +19.0% | +14.4% |
| YTD | +30.7% | +32.0% | -1.2% | +14.4% |
| 1Y | +14.1% | +45.5% | -31.4% | -4.1% |
| 3Y | -1.7% | +106.5% | -108.2% | -29.7% |
| 5Y | -43.0% | +267.2% | -310.2% | -69.0% |
| All | +30.5% | +864.5% | -834.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling