+37.8%
SWKS vs UEC
+617.0%
-579.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.8% |
| 7D | -3.1% | -5.2% | +2.0% | -2.5% |
| 30D | +8.3% | -22.0% | +30.3% | +12.4% |
| 3M | +20.2% | -37.0% | +57.2% | +28.3% |
| 6M | +24.9% | -52.7% | +77.6% | +38.5% |
| YTD | +33.2% | -38.6% | +71.8% | +38.2% |
| 1Y | +23.6% | -44.6% | +68.2% | +29.7% |
| 3Y | +1.3% | +27.1% | -25.9% | -14.1% |
| 5Y | -40.6% | +37.9% | -78.5% | -54.5% |
| All | +37.8% | +617.0% | -579.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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