-25.2%
SWKS vs STRL
+484.5%
-509.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.2% | +2.5% |
| 7D | +12.5% | +3.4% | +9.1% | +11.8% |
| 30D | +10.5% | -9.2% | +19.7% | +12.2% |
| 3M | -7.4% | -51.0% | +43.7% | +4.4% |
| 6M | +32.7% | +15.8% | +16.9% | +22.8% |
| YTD | +19.2% | +58.9% | -39.7% | +2.1% |
| 1Y | +2.4% | +68.5% | -66.1% | -14.5% |
| All | -25.2% | +484.5% | -509.8% | -56.3% |
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