-7.0%
SWKS vs UMAC
+182.0%
-189.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +9.4% | -5.2% | +14.6% | +9.6% |
| 30D | +17.0% | -36.4% | +53.4% | +18.8% |
| 3M | +28.9% | -58.6% | +87.5% | +32.8% |
| 6M | +33.1% | -24.6% | +57.8% | +33.6% |
| YTD | +44.8% | -11.5% | +56.3% | +43.6% |
| 1Y | +36.2% | +16.9% | +19.3% | +33.8% |
| All | -7.0% | +182.0% | -189.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling