-16.4%
SWKS vs UMC
+252.5%
-268.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | +0.2% |
| 7D | +11.8% | +6.6% | +5.2% | +9.4% |
| 30D | +6.7% | +16.6% | -9.8% | +1.1% |
| 3M | 0.0% | +11.0% | -11.0% | -6.0% |
| 6M | +38.7% | +131.3% | -92.6% | -6.2% |
| YTD | +21.4% | +182.5% | -161.1% | -29.4% |
| 1Y | +2.9% | +222.3% | -219.4% | -45.0% |
| 3Y | -16.4% | +253.0% | -269.4% | -58.9% |
| All | -16.4% | +252.5% | -268.9% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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