-14.4%
SWKS vs UMAC
+237.0%
-251.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.5% | +0.2% |
| 7D | -2.7% | -5.5% | +2.8% | -2.6% |
| 30D | +8.5% | -35.3% | +43.8% | +10.1% |
| 3M | +17.3% | -48.4% | +65.7% | +19.8% |
| 6M | +25.1% | +0.4% | +24.7% | +24.3% |
| YTD | +33.3% | +5.8% | +27.5% | +31.3% |
| 1Y | +22.9% | +27.3% | -4.4% | +20.1% |
| All | -14.4% | +237.0% | -251.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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