-43.6%
SWKS vs STRL
+779.4%
-823.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.5% |
| 7D | -6.2% | -26.9% | +20.8% | -0.7% |
| 30D | -1.5% | -52.7% | +51.2% | +13.8% |
| 3M | +23.0% | -52.8% | +75.8% | +41.4% |
| 6M | +27.6% | -71.5% | +99.1% | +61.0% |
| YTD | +32.3% | -17.4% | +49.8% | +23.9% |
| 1Y | +20.1% | -35.0% | +55.1% | +18.8% |
| 3Y | +0.6% | +239.2% | -238.6% | -44.4% |
| All | -43.6% | +779.4% | -823.0% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling