+8,007.1%
SWKS vs UL
+2,661.1%
+5,346.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +12.5% | -1.3% | +13.8% | +13.1% |
| 30D | +10.5% | +0.5% | +10.0% | +10.2% |
| 3M | -7.4% | +17.6% | -25.0% | -13.6% |
| 6M | +32.7% | -5.4% | +38.0% | +34.1% |
| YTD | +19.2% | +0.7% | +18.5% | +17.7% |
| 1Y | +2.4% | -9.3% | +11.6% | +4.8% |
| 3Y | -25.6% | +24.5% | -50.2% | -33.4% |
| 5Y | -53.4% | +23.2% | -76.6% | -58.7% |
| 10Y | +23.2% | +64.5% | -41.3% | -2.9% |
| All | +8,007.1% | +2,661.1% | +5,346.1% | +4,277.5% |
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 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