+30.5%
SWKS vs UAL
+90.6%
-60.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.8% |
| 7D | -9.2% | +5.0% | -14.2% | -10.7% |
| 30D | -1.9% | -1.2% | -0.7% | -2.0% |
| 3M | +21.2% | -16.8% | +38.0% | +26.7% |
| 6M | +12.9% | +18.0% | -5.1% | +5.9% |
| YTD | +30.7% | -1.2% | +31.9% | +27.4% |
| 1Y | +14.1% | +14.3% | -0.2% | +6.5% |
| 3Y | -1.7% | +194.6% | -196.3% | -32.9% |
| 5Y | -43.0% | +109.6% | -152.6% | -58.9% |
| All | +30.5% | +90.6% | -60.1% | -10.1% |
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