+50.8%
SWKS vs UL
+109.3%
-58.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +9.4% | +1.1% | +8.3% | +8.9% |
| 30D | +17.0% | +4.5% | +12.5% | +14.5% |
| 3M | +28.9% | +6.5% | +22.5% | +24.6% |
| 6M | +33.1% | +18.2% | +15.0% | +21.6% |
| YTD | +44.8% | +4.7% | +40.1% | +39.7% |
| 1Y | +36.2% | +0.8% | +35.4% | +33.5% |
| 3Y | +11.5% | +35.9% | -24.4% | -8.0% |
| 5Y | -37.1% | +33.4% | -70.5% | -48.9% |
| All | +50.8% | +109.3% | -58.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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