+24.0%
SWKS vs STZ
+16.2%
+7.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.1% | +5.3% | -8.5% | -3.6% |
| 30D | +8.3% | +19.6% | -11.3% | +5.9% |
| 3M | +20.2% | +10.0% | +10.3% | +19.4% |
| 6M | +24.9% | -0.3% | +25.2% | +26.3% |
| YTD | +33.2% | +8.6% | +24.6% | +27.6% |
| All | +24.0% | +16.2% | +7.8% | +18.8% |
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