-8.7%
SWKS vs UMAC
+473.8%
-482.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.2% |
| 7D | +19.4% | -3.4% | +22.8% | +19.5% |
| 30D | +26.8% | -15.1% | +41.9% | +27.2% |
| 3M | +21.5% | -10.8% | +32.2% | +21.2% |
| 6M | +61.0% | +15.7% | +45.3% | +58.0% |
| YTD | +42.2% | +80.1% | -37.9% | +37.5% |
| 1Y | +22.1% | +116.7% | -94.6% | +17.1% |
| All | -8.7% | +473.8% | -482.4% | -12.2% |
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