+291.3%
SWKS vs URA
-31.1%
+322.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +12.5% | +1.1% | +11.4% | +12.0% |
| 30D | +10.5% | +7.4% | +3.1% | +6.9% |
| 3M | -7.4% | -8.4% | +1.0% | -4.4% |
| 6M | +32.7% | -12.7% | +45.4% | +37.5% |
| YTD | +19.2% | +7.8% | +11.4% | +10.1% |
| 1Y | +2.4% | +19.5% | -17.1% | -11.1% |
| 3Y | -25.6% | +116.4% | -142.0% | -53.5% |
| 5Y | -53.4% | +134.3% | -187.7% | -73.9% |
| 10Y | +23.2% | +359.3% | -336.1% | -55.8% |
| All | +291.3% | -31.1% | +322.4% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling