+7,161.0%
STRL vs SWK
+2.4%
+7,158.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.3% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | -9.2% | -5.7% | -3.5% | -6.4% |
| 3M | -51.0% | +24.1% | -75.1% | -56.6% |
| 6M | +15.8% | +24.7% | -8.9% | +3.2% |
| YTD | +58.9% | +33.9% | +24.9% | +35.8% |
| 1Y | +68.5% | +34.7% | +33.8% | +43.1% |
| 3Y | +485.2% | +15.3% | +469.9% | +407.6% |
| 5Y | +2,005.1% | -39.3% | +2,044.4% | +2,406.6% |
| All | +7,161.0% | +2.4% | +7,158.6% | +6,129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling