+0.6%
SWKS vs UMC
+107.6%
-107.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.1% |
| 7D | -6.2% | -17.0% | +10.8% | -1.2% |
| 30D | -1.5% | -40.6% | +39.1% | +14.7% |
| 3M | +23.0% | -27.9% | +50.8% | +33.3% |
| 6M | +27.6% | -7.5% | +35.1% | +21.6% |
| YTD | +32.3% | +79.3% | -47.0% | -12.2% |
| 1Y | +20.1% | +92.8% | -72.7% | -24.0% |
| 3Y | +0.6% | +108.2% | -107.5% | -41.6% |
| All | +0.6% | +107.6% | -107.0% | -41.6% |
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