+32.7%
SWKS vs UMAC
+69.4%
-36.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +3.8% |
| 7D | +12.5% | -0.9% | +13.4% | +12.6% |
| 30D | +10.5% | -7.7% | +18.2% | +10.6% |
| 3M | -7.4% | -26.4% | +19.0% | -6.7% |
| 6M | +32.7% | +61.9% | -29.2% | +23.3% |
| All | +32.7% | +69.4% | -36.7% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling