+21.5%
SWKS vs STRL
-47.3%
+68.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -21.5% | +18.6% | -0.1% |
| 7D | -4.9% | -27.1% | +22.1% | -1.4% |
| 30D | -1.2% | -45.8% | +44.6% | +6.3% |
| 3M | +24.2% | -47.6% | +71.8% | +33.8% |
| 6M | +21.5% | -46.4% | +67.9% | +34.3% |
| All | +21.5% | -47.3% | +68.7% | +34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling