+8,902.0%
SWKS vs UDR
+2,919.7%
+5,982.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -6.2% | +3.0% | -9.1% | -7.3% |
| 30D | -1.5% | +10.3% | -11.7% | -5.5% |
| 3M | +23.0% | -2.9% | +25.9% | +23.9% |
| 6M | +27.6% | +0.3% | +27.3% | +26.4% |
| YTD | +32.3% | +3.8% | +28.5% | +29.1% |
| 1Y | +20.1% | +12.7% | +7.4% | +13.2% |
| 3Y | +0.6% | +27.6% | -26.9% | -9.8% |
| 5Y | -42.3% | -18.6% | -23.7% | -38.7% |
| 10Y | +35.9% | +52.4% | -16.5% | +9.3% |
| All | +8,902.0% | +2,919.7% | +5,982.2% | +2,542.3% |
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