-25.2%
SWKS vs STLD
+135.5%
-160.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.2% |
| 7D | +12.5% | +3.1% | +9.4% | +11.0% |
| 30D | +10.5% | -9.0% | +19.5% | +14.8% |
| 3M | -7.4% | -12.4% | +5.0% | -2.5% |
| 6M | +32.7% | +25.5% | +7.2% | +17.1% |
| YTD | +19.2% | +43.6% | -24.5% | -2.1% |
| 1Y | +2.4% | +87.2% | -84.8% | -26.5% |
| All | -25.2% | +135.5% | -160.8% | -52.7% |
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