+504.0%
STRL vs SWK
+15.2%
+488.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.6% |
| 3M | -51.0% | +24.1% | -75.1% | -56.4% |
| 6M | +15.8% | +24.7% | -8.9% | +3.1% |
| YTD | +58.9% | +33.9% | +24.9% | +36.9% |
| 1Y | +68.5% | +34.7% | +33.8% | +44.5% |
| All | +504.0% | +15.2% | +488.9% | +420.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling