+32.1%
SWKS vs STZ
+3.4%
+28.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.9% |
| 7D | -6.2% | +4.9% | -11.1% | -8.2% |
| 30D | -1.5% | +20.9% | -22.4% | -9.6% |
| 3M | +23.0% | +8.0% | +15.0% | +17.9% |
| 6M | +27.6% | -5.3% | +32.9% | +28.9% |
| YTD | +32.3% | +5.9% | +26.4% | +25.8% |
| 1Y | +20.1% | +14.2% | +5.9% | +10.1% |
| 3Y | +0.6% | -37.0% | +37.6% | +17.9% |
| 5Y | -42.3% | -29.7% | -12.6% | -36.2% |
| All | +32.1% | +3.4% | +28.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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