+32.1%
SWKS vs UEC
+704.7%
-672.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +0.1% |
| 7D | -6.2% | -10.2% | +4.1% | -4.6% |
| 30D | -1.5% | -26.9% | +25.4% | +3.4% |
| 3M | +23.0% | -35.7% | +58.7% | +30.9% |
| 6M | +27.6% | -56.1% | +83.7% | +43.4% |
| YTD | +32.3% | -40.8% | +73.1% | +38.3% |
| 1Y | +20.1% | -43.4% | +63.5% | +25.7% |
| 3Y | +0.6% | +25.4% | -24.7% | -14.3% |
| 5Y | -42.3% | +51.1% | -93.4% | -56.4% |
| All | +32.1% | +704.7% | -672.5% | -34.1% |
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