+32.1%
SWKS vs URA
+278.3%
-246.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | -0.4% |
| 7D | -6.2% | -4.1% | -2.0% | -4.8% |
| 30D | -1.5% | -19.0% | +17.5% | +6.1% |
| 3M | +23.0% | -25.1% | +48.1% | +35.4% |
| 6M | +27.6% | -44.5% | +72.1% | +56.0% |
| YTD | +32.3% | -24.3% | +56.6% | +39.2% |
| 1Y | +20.1% | -28.1% | +48.2% | +28.3% |
| 3Y | +0.6% | +40.7% | -40.0% | -23.3% |
| 5Y | -42.3% | +35.5% | -77.8% | -57.4% |
| All | +32.1% | +278.3% | -246.2% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling