+50.8%
SWKS vs URA
+266.3%
-215.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +9.4% | -1.5% | +11.0% | +9.9% |
| 30D | +17.0% | -10.4% | +27.4% | +21.3% |
| 3M | +28.9% | -29.6% | +58.6% | +44.9% |
| 6M | +33.1% | -40.3% | +73.4% | +58.4% |
| YTD | +44.8% | -25.5% | +70.3% | +52.9% |
| 1Y | +36.2% | -26.4% | +62.6% | +44.0% |
| 3Y | +11.5% | +31.4% | -20.0% | -12.8% |
| 5Y | -37.1% | +28.6% | -65.6% | -52.6% |
| All | +50.8% | +266.3% | -215.4% | -42.0% |
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