-40.6%
SWKS vs UEC
+33.3%
-73.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | +20.2% | -37.0% | +57.2% | +28.0% |
| 6M | +24.9% | -52.7% | +77.6% | +37.9% |
| YTD | +33.2% | -38.6% | +71.8% | +37.5% |
| 1Y | +23.6% | -44.6% | +68.2% | +29.1% |
| 3Y | +1.3% | +27.1% | -25.9% | -15.6% |
| 5Y | -40.6% | +37.9% | -78.5% | -55.7% |
| All | -40.6% | +33.3% | -73.9% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling