+9,124.1%
SWKS vs STRL
+9,673.6%
-549.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.9% | +11.8% | -1.5% |
| 7D | -9.2% | -34.6% | +25.4% | -7.6% |
| 30D | -1.9% | -56.7% | +54.7% | +1.5% |
| 3M | +21.2% | -54.4% | +75.6% | +25.1% |
| 6M | +12.9% | -69.7% | +82.6% | +18.2% |
| YTD | +30.7% | -20.2% | +50.9% | +30.7% |
| 1Y | +14.1% | -40.6% | +54.7% | +15.4% |
| 3Y | -1.7% | +221.7% | -223.4% | -7.7% |
| 5Y | -43.0% | +799.0% | -842.0% | -48.4% |
| 10Y | +34.3% | +3,451.5% | -3,417.1% | +16.6% |
| All | +9,124.1% | +9,673.6% | -549.5% | +10,278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling