-43.0%
SWKS vs STZ
-27.7%
-15.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.8% |
| 7D | -9.2% | +11.8% | -21.0% | -13.0% |
| 30D | -1.9% | +26.0% | -27.9% | -10.5% |
| 3M | +21.2% | +11.5% | +9.7% | +15.6% |
| 6M | +12.9% | -2.0% | +14.9% | +12.9% |
| YTD | +30.7% | +7.9% | +22.9% | +23.8% |
| 1Y | +14.1% | +13.9% | +0.2% | +5.1% |
| 3Y | -1.7% | -35.8% | +34.2% | +13.8% |
| 5Y | -43.0% | -28.4% | -14.6% | -38.4% |
| All | -43.0% | -27.7% | -15.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling