-0.6%
SWKS vs STZ
-36.0%
+35.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | -9.2% | +11.8% | -21.0% | -12.2% |
| 30D | -1.9% | +26.0% | -27.9% | -8.9% |
| 3M | +21.2% | +11.5% | +9.7% | +16.8% |
| 6M | +12.9% | -2.0% | +14.9% | +13.3% |
| YTD | +30.7% | +7.9% | +22.9% | +25.0% |
| 1Y | +14.1% | +13.9% | +0.2% | +6.5% |
| All | -0.6% | -36.0% | +35.5% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling