-43.6%
SWKS vs UDR
-18.0%
-25.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -6.2% | +3.0% | -9.1% | -7.8% |
| 30D | -1.5% | +10.3% | -11.7% | -7.0% |
| 3M | +23.0% | -2.9% | +25.9% | +24.5% |
| 6M | +27.6% | +0.3% | +27.3% | +25.5% |
| YTD | +32.3% | +3.8% | +28.5% | +27.1% |
| 1Y | +20.1% | +12.7% | +7.4% | +9.4% |
| 3Y | +0.6% | +27.6% | -26.9% | -15.8% |
| All | -43.6% | -18.0% | -25.6% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling