+227.8%
STRL vs SWK
+46.5%
+181.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.6% | -11.3% | -12.8% |
| 7D | -34.6% | +11.3% | -45.9% | -38.5% |
| 30D | -56.7% | +28.1% | -84.7% | -62.0% |
| 3M | -54.4% | +12.6% | -67.0% | -57.5% |
| 6M | -69.7% | +51.7% | -121.4% | -75.7% |
| YTD | -20.2% | +60.0% | -80.2% | -37.5% |
| 1Y | -40.6% | +72.7% | -113.2% | -54.8% |
| All | +227.8% | +46.5% | +181.3% | +138.5% |
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