-35.0%
STRL vs SWK
+71.2%
-106.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -26.9% | +11.0% | -37.9% | -31.4% |
| 30D | -52.7% | +30.1% | -82.7% | -60.6% |
| 3M | -52.8% | +14.7% | -67.5% | -57.0% |
| 6M | -71.5% | +44.5% | -116.0% | -78.8% |
| YTD | -17.4% | +59.4% | -76.8% | -43.8% |
| 1Y | -35.0% | +77.5% | -112.5% | -56.7% |
| All | -35.0% | +71.2% | -106.1% | -56.7% |
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