+32.4%
SWKS vs STRL
+4,310.8%
-4,278.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.0% | -14.2% | -2.6% |
| 7D | -2.7% | -13.3% | +10.6% | -0.7% |
| 30D | +8.5% | -43.3% | +51.8% | +21.4% |
| 3M | +17.3% | -46.9% | +64.2% | +32.4% |
| 6M | +25.1% | -65.6% | +90.7% | +53.4% |
| YTD | +33.3% | -5.1% | +38.4% | +21.8% |
| 1Y | +22.9% | -23.1% | +46.0% | +17.5% |
| 3Y | +5.5% | +346.8% | -341.3% | -41.2% |
| 5Y | -41.9% | +907.2% | -949.1% | -75.2% |
| 10Y | +32.4% | +3,988.2% | -3,955.8% | -57.5% |
| All | +32.4% | +4,310.8% | -4,278.3% | -57.5% |
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