-43.0%
SWKS vs STRL
+788.2%
-831.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.9% | +11.8% | +0.8% |
| 7D | -9.2% | -34.6% | +25.4% | -1.7% |
| 30D | -1.9% | -56.7% | +54.7% | +15.4% |
| 3M | +21.2% | -54.4% | +75.6% | +40.4% |
| 6M | +12.9% | -69.7% | +82.6% | +40.1% |
| YTD | +30.7% | -20.2% | +50.9% | +23.3% |
| 1Y | +14.1% | -40.6% | +54.7% | +15.5% |
| 3Y | -1.7% | +221.7% | -223.4% | -45.0% |
| 5Y | -43.0% | +799.0% | -842.0% | -81.2% |
| All | -43.0% | +788.2% | -831.2% | -81.2% |
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 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