-25.9%
STRL vs SWK
+87.6%
-113.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +13.1% | -34.6% | -26.9% |
| 7D | -27.1% | +17.9% | -44.9% | -34.4% |
| 30D | -45.8% | +31.9% | -77.7% | -55.3% |
| 3M | -47.6% | +16.6% | -64.2% | -52.7% |
| 6M | -46.4% | +61.1% | -107.6% | -63.4% |
| YTD | -7.4% | +64.2% | -71.6% | -39.5% |
| 1Y | -25.9% | +85.2% | -111.1% | -54.9% |
| All | -25.9% | +87.6% | -113.5% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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