+3,695.4%
SWKS vs STLD
+8,634.8%
-4,939.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -1.8% |
| 7D | -4.9% | -3.9% | -1.0% | -3.5% |
| 30D | -1.2% | -0.4% | -0.8% | -1.1% |
| 3M | +24.2% | -9.2% | +33.4% | +28.1% |
| 6M | +21.5% | +5.0% | +16.5% | +18.2% |
| YTD | +33.5% | +42.8% | -9.3% | +15.3% |
| 1Y | +18.9% | +60.1% | -41.2% | -1.6% |
| 3Y | +0.4% | +123.5% | -123.1% | -27.6% |
| 5Y | -44.3% | +302.0% | -346.3% | -68.9% |
| 10Y | +37.1% | +959.3% | -922.1% | -50.7% |
| All | +3,695.4% | +8,634.8% | -4,939.3% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling