+0.6%
SWKS vs UEC
+19.3%
-18.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +0.3% |
| 7D | -6.2% | -10.2% | +4.1% | -4.8% |
| 30D | -1.5% | -26.9% | +25.4% | +2.5% |
| 3M | +23.0% | -35.7% | +58.7% | +29.3% |
| 6M | +27.6% | -56.1% | +83.7% | +39.9% |
| YTD | +32.3% | -40.8% | +73.1% | +36.2% |
| 1Y | +20.1% | -43.4% | +63.5% | +23.7% |
| 3Y | +0.6% | +25.4% | -24.7% | -15.2% |
| All | +0.6% | +19.3% | -18.7% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling