-53.0%
SWKS vs URA
+128.0%
-181.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +12.5% | +1.1% | +11.4% | +12.1% |
| 30D | +10.5% | +7.4% | +3.1% | +7.8% |
| 3M | -7.4% | -8.4% | +1.0% | -5.2% |
| 6M | +32.7% | -12.7% | +45.4% | +36.3% |
| YTD | +19.2% | +7.8% | +11.4% | +11.9% |
| 1Y | +2.4% | +19.5% | -17.1% | -8.3% |
| 3Y | -25.6% | +116.4% | -142.0% | -49.2% |
| All | -53.0% | +128.0% | -181.0% | -69.6% |
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