+25.9%
SWKS vs STZ
-9.8%
+35.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +12.5% | -1.9% | +14.4% | +13.4% |
| 30D | +10.5% | -1.9% | +12.4% | +11.3% |
| 3M | -7.4% | -6.2% | -1.2% | -5.2% |
| 6M | +32.7% | -14.0% | +46.7% | +40.2% |
| YTD | +19.2% | -5.1% | +24.3% | +19.7% |
| 1Y | +2.4% | -9.6% | +11.9% | +4.7% |
| 3Y | -25.6% | -47.2% | +21.6% | -4.8% |
| 5Y | -53.4% | -33.6% | -19.8% | -46.9% |
| All | +25.9% | -9.8% | +35.6% | +16.1% |
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