-43.6%
SWKS vs UAL
+109.3%
-152.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.5% |
| 7D | -6.2% | +8.2% | -14.3% | -8.9% |
| 30D | -1.5% | +2.3% | -3.8% | -2.7% |
| 3M | +23.0% | -12.7% | +35.7% | +27.7% |
| 6M | +27.6% | +12.7% | +14.9% | +20.4% |
| YTD | +32.3% | +0.8% | +31.5% | +27.3% |
| 1Y | +20.1% | +17.8% | +2.3% | +8.8% |
| 3Y | +0.6% | +206.7% | -206.0% | -41.5% |
| All | -43.6% | +109.3% | -152.9% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling