+25.9%
SWKS vs UEC
+988.7%
-962.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | +12.5% | -6.9% | +19.4% | +13.8% |
| 30D | +10.5% | +7.6% | +2.8% | +8.7% |
| 3M | -7.4% | -18.4% | +11.0% | -5.1% |
| 6M | +32.7% | -23.3% | +55.9% | +35.6% |
| YTD | +19.2% | -1.2% | +20.4% | +15.2% |
| 1Y | +2.4% | +2.3% | +0.1% | -3.2% |
| 3Y | -25.6% | +162.3% | -187.9% | -44.0% |
| 5Y | -53.4% | +287.2% | -340.7% | -70.1% |
| All | +25.9% | +988.7% | -962.8% | -42.3% |
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