-25.2%
SWKS vs STZ
-47.3%
+22.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +12.5% | -1.9% | +14.4% | +13.2% |
| 30D | +10.5% | -1.9% | +12.4% | +11.1% |
| 3M | -7.4% | -6.2% | -1.2% | -5.6% |
| 6M | +32.7% | -14.0% | +46.7% | +38.5% |
| YTD | +19.2% | -5.1% | +24.3% | +19.0% |
| 1Y | +2.4% | -9.6% | +11.9% | +4.0% |
| All | -25.2% | -47.3% | +22.0% | -14.7% |
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