+11,250.0%
SWKS vs STZ
+9,621.1%
+1,628.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +12.5% | -1.9% | +14.4% | +13.0% |
| 30D | +10.5% | -1.9% | +12.4% | +11.0% |
| 3M | -7.4% | -6.2% | -1.2% | -6.1% |
| 6M | +32.7% | -14.0% | +46.7% | +37.1% |
| YTD | +19.2% | -5.1% | +24.3% | +19.8% |
| 1Y | +2.4% | -9.6% | +11.9% | +4.0% |
| 3Y | -25.6% | -47.2% | +21.6% | -14.3% |
| 5Y | -53.4% | -33.6% | -19.8% | -49.3% |
| 10Y | +23.2% | -9.8% | +32.9% | +22.7% |
| All | +11,250.0% | +9,621.1% | +1,628.9% | +6,106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling