+33.8%
SWKS vs STZ
+12.7%
+21.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +10.9% | 0.0% | +10.8% | +10.8% |
| 30D | +17.6% | +14.7% | +2.9% | +15.6% |
| 3M | +29.2% | +8.8% | +20.4% | +28.5% |
| 6M | +37.0% | +3.1% | +33.9% | +37.8% |
| YTD | +44.9% | +7.9% | +37.0% | +38.5% |
| 1Y | +33.8% | +14.2% | +19.7% | +27.0% |
| All | +33.8% | +12.7% | +21.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling