-25.2%
SWKS vs URA
+114.7%
-140.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +12.5% | +1.1% | +11.4% | +12.2% |
| 30D | +10.5% | +7.4% | +3.1% | +8.2% |
| 3M | -7.4% | -8.4% | +1.0% | -5.7% |
| 6M | +32.7% | -12.7% | +45.4% | +35.5% |
| YTD | +19.2% | +7.8% | +11.4% | +12.3% |
| 1Y | +2.4% | +19.5% | -17.1% | -7.3% |
| All | -25.2% | +114.7% | -140.0% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling