-25.2%
SWKS vs UL
+25.2%
-50.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +12.5% | -1.3% | +13.8% | +12.7% |
| 30D | +10.5% | +0.5% | +10.0% | +10.4% |
| 3M | -7.4% | +17.6% | -25.0% | -10.2% |
| 6M | +32.7% | -5.4% | +38.0% | +35.8% |
| YTD | +19.2% | +0.7% | +18.5% | +20.2% |
| 1Y | +2.4% | -9.3% | +11.6% | +6.1% |
| All | -25.2% | +25.2% | -50.5% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling