-15.0%
SWKS vs UMAC
+197.5%
-212.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | +0.8% |
| 7D | -6.2% | -23.4% | +17.2% | -5.2% |
| 30D | -1.5% | -45.6% | +44.1% | +0.7% |
| 3M | +23.0% | -50.9% | +73.9% | +25.9% |
| 6M | +27.6% | -16.5% | +44.2% | +27.6% |
| YTD | +32.3% | -6.6% | +38.9% | +31.0% |
| 1Y | +20.1% | +10.7% | +9.4% | +18.1% |
| All | -15.0% | +197.5% | -212.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling