+8,794.6%
SWKS vs UL
+2,812.0%
+5,982.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.5% |
| 7D | -9.2% | +5.5% | -14.7% | -11.1% |
| 30D | -1.9% | +11.4% | -13.3% | -6.1% |
| 3M | +21.2% | +6.0% | +15.3% | +17.8% |
| 6M | +12.9% | +18.0% | -5.1% | +4.4% |
| YTD | +30.7% | +6.2% | +24.5% | +25.8% |
| 1Y | +14.1% | +1.5% | +12.6% | +11.5% |
| 3Y | -1.7% | +39.8% | -41.5% | -16.3% |
| 5Y | -43.0% | +34.3% | -77.3% | -51.4% |
| 10Y | +34.3% | +102.6% | -68.3% | -2.5% |
| All | +8,794.6% | +2,812.0% | +5,982.6% | +4,579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling