+0.6%
SWKS vs STLD
+105.6%
-105.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.0% |
| 7D | -6.2% | -11.1% | +5.0% | -1.1% |
| 30D | -1.5% | -4.8% | +3.3% | +0.5% |
| 3M | +23.0% | -14.6% | +37.5% | +31.2% |
| 6M | +27.6% | -7.4% | +35.0% | +30.1% |
| YTD | +32.3% | +32.6% | -0.3% | +11.9% |
| 1Y | +20.1% | +47.3% | -27.2% | -3.9% |
| 3Y | +0.6% | +107.5% | -106.9% | -33.5% |
| All | +0.6% | +105.6% | -105.0% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling