+9,760.7%
SWKS vs UDR
+2,882.6%
+6,878.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | +10.9% | -2.4% | +13.2% | +11.9% |
| 30D | +17.6% | +6.7% | +10.9% | +14.4% |
| 3M | +29.2% | -1.8% | +31.0% | +29.5% |
| 6M | +37.0% | -1.8% | +38.7% | +36.8% |
| YTD | +44.9% | +2.5% | +42.4% | +42.0% |
| 1Y | +33.8% | +7.9% | +25.9% | +28.4% |
| 3Y | +10.2% | +25.1% | -14.9% | -0.5% |
| 5Y | -37.0% | -21.2% | -15.8% | -32.2% |
| 10Y | +50.0% | +52.9% | -2.9% | +20.5% |
| All | +9,760.7% | +2,882.6% | +6,878.1% | +2,808.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling