+27.6%
SWKS vs UDR
+43.5%
-15.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | -2.0% | +14.5% | +13.6% |
| 30D | +10.5% | -5.2% | +15.7% | +13.3% |
| 3M | -7.4% | -5.8% | -1.6% | -5.4% |
| 6M | +32.7% | -1.7% | +34.4% | +32.6% |
| YTD | +19.2% | +2.4% | +16.8% | +16.8% |
| 1Y | +2.4% | -2.1% | +4.5% | +2.3% |
| 3Y | -25.6% | +4.2% | -29.8% | -28.2% |
| 5Y | -53.4% | -20.0% | -33.4% | -50.0% |
| All | +27.6% | +43.5% | -15.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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