-9.4%
SWKS vs UMAC
+216.2%
-225.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.5% | +5.9% |
| 7D | +5.7% | -2.9% | +8.6% | +5.7% |
| 30D | +17.3% | -35.6% | +52.9% | +19.1% |
| 3M | +28.3% | -51.3% | +79.5% | +31.3% |
| 6M | +26.1% | -17.5% | +43.6% | +26.0% |
| YTD | +41.1% | -0.7% | +41.8% | +39.3% |
| 1Y | +31.4% | +16.5% | +14.9% | +28.9% |
| All | -9.4% | +216.2% | -225.6% | -11.0% |
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