+25.9%
SWKS vs UAL
+118.5%
-92.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.8% |
| 7D | +12.5% | +0.7% | +11.8% | +12.3% |
| 30D | +10.5% | -16.1% | +26.6% | +15.9% |
| 3M | -7.4% | +6.1% | -13.5% | -9.3% |
| 6M | +32.7% | +10.8% | +21.8% | +26.6% |
| YTD | +19.2% | -0.4% | +19.6% | +16.5% |
| 1Y | +2.4% | +5.0% | -2.6% | -1.9% |
| 3Y | -25.6% | +124.0% | -149.6% | -45.1% |
| 5Y | -53.4% | +141.0% | -194.4% | -67.5% |
| All | +25.9% | +118.5% | -92.6% | -16.4% |
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