-0.6%
SWKS vs STRL
+222.3%
-222.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.9% | +11.8% | +0.4% |
| 7D | -9.2% | -34.6% | +25.4% | -2.9% |
| 30D | -1.9% | -56.7% | +54.7% | +12.5% |
| 3M | +21.2% | -54.4% | +75.6% | +37.3% |
| 6M | +12.9% | -69.7% | +82.6% | +35.7% |
| YTD | +30.7% | -20.2% | +50.9% | +25.2% |
| 1Y | +14.1% | -40.6% | +54.7% | +16.1% |
| All | -0.6% | +222.3% | -222.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling