+50.8%
SWKS vs UAL
+80.6%
-29.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +9.4% | -3.0% | +12.5% | +10.1% |
| 30D | +17.0% | +10.5% | +6.5% | +13.1% |
| 3M | +28.9% | -13.5% | +42.4% | +33.1% |
| 6M | +33.1% | +14.2% | +18.9% | +26.2% |
| YTD | +44.8% | -2.2% | +47.0% | +41.2% |
| 1Y | +36.2% | +12.5% | +23.7% | +27.4% |
| 3Y | +11.5% | +186.8% | -175.3% | -23.5% |
| 5Y | -37.1% | +119.4% | -156.4% | -55.2% |
| All | +50.8% | +80.6% | -29.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling