+32.1%
SWKS vs UL
+96.4%
-64.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.2% |
| 7D | -6.2% | +1.1% | -7.3% | -6.8% |
| 30D | -1.5% | +8.2% | -9.7% | -5.1% |
| 3M | +23.0% | +4.5% | +18.4% | +19.7% |
| 6M | +27.6% | +12.6% | +15.1% | +19.1% |
| YTD | +32.3% | +3.5% | +28.8% | +28.2% |
| 1Y | +20.1% | -0.4% | +20.6% | +18.3% |
| 3Y | +0.6% | +36.0% | -35.3% | -17.1% |
| 5Y | -42.3% | +30.9% | -73.2% | -52.8% |
| All | +32.1% | +96.4% | -64.3% | -6.9% |
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