+32.1%
SWKS vs STRL
+3,580.1%
-3,547.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.4% |
| 7D | -6.2% | -26.9% | +20.8% | -0.2% |
| 30D | -1.5% | -52.7% | +51.2% | +15.0% |
| 3M | +23.0% | -52.8% | +75.8% | +42.9% |
| 6M | +27.6% | -71.5% | +99.1% | +63.4% |
| YTD | +32.3% | -17.4% | +49.8% | +25.0% |
| 1Y | +20.1% | -35.0% | +55.1% | +19.6% |
| 3Y | +0.6% | +239.2% | -238.6% | -40.1% |
| 5Y | -42.3% | +830.2% | -872.5% | -74.9% |
| All | +32.1% | +3,580.1% | -3,547.9% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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