-43.6%
SWKS vs URA
+33.4%
-77.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | -0.2% |
| 7D | -6.2% | -4.1% | -2.0% | -4.9% |
| 30D | -1.5% | -19.0% | +17.5% | +5.2% |
| 3M | +23.0% | -25.1% | +48.1% | +34.0% |
| 6M | +27.6% | -44.5% | +72.1% | +52.5% |
| YTD | +32.3% | -24.3% | +56.6% | +37.8% |
| 1Y | +20.1% | -28.1% | +48.2% | +26.9% |
| 3Y | +0.6% | +40.7% | -40.0% | -24.1% |
| All | -43.6% | +33.4% | -77.0% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling