+50.8%
SWKS vs STRL
+3,697.3%
-3,646.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.6% |
| 7D | +9.4% | +15.7% | -6.2% | +5.7% |
| 30D | +17.0% | -35.5% | +52.4% | +27.3% |
| 3M | +28.9% | -47.1% | +76.1% | +45.8% |
| 6M | +33.1% | -65.8% | +98.9% | +63.5% |
| YTD | +44.8% | -4.5% | +49.3% | +32.0% |
| 1Y | +36.2% | -10.5% | +46.7% | +25.5% |
| 3Y | +11.5% | +340.6% | -329.1% | -37.8% |
| 5Y | -37.1% | +911.0% | -948.1% | -73.3% |
| All | +50.8% | +3,697.3% | -3,646.4% | -54.2% |
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