-53.0%
SWKS vs UMC
+118.0%
-171.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +1.5% |
| 7D | +12.5% | +5.0% | +7.6% | +10.0% |
| 30D | +10.5% | +7.7% | +2.8% | +6.3% |
| 3M | -7.4% | +1.7% | -9.1% | -11.5% |
| 6M | +32.7% | +113.9% | -81.3% | -17.7% |
| YTD | +19.2% | +168.9% | -149.7% | -38.5% |
| 1Y | +2.4% | +207.2% | -204.8% | -51.6% |
| 3Y | -25.6% | +227.7% | -253.3% | -67.3% |
| All | -53.0% | +118.0% | -171.1% | -76.4% |
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