-43.6%
SWKS vs UMC
+64.2%
-107.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | -0.3% |
| 7D | -6.2% | -17.0% | +10.8% | +0.8% |
| 30D | -1.5% | -40.6% | +39.1% | +21.6% |
| 3M | +23.0% | -27.9% | +50.8% | +37.3% |
| 6M | +27.6% | -7.5% | +35.1% | +18.9% |
| YTD | +32.3% | +79.3% | -47.0% | -21.1% |
| 1Y | +20.1% | +92.8% | -72.7% | -31.8% |
| 3Y | +0.6% | +108.2% | -107.5% | -47.3% |
| All | -43.6% | +64.2% | -107.8% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling