+329.3%
SWKS vs URA
-53.7%
+383.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | +0.1% |
| 7D | -9.2% | -13.3% | +4.1% | -3.8% |
| 30D | -1.9% | -25.9% | +24.0% | +10.5% |
| 3M | +21.2% | -27.8% | +49.0% | +37.1% |
| 6M | +12.9% | -42.8% | +55.7% | +39.2% |
| YTD | +30.7% | -27.5% | +58.2% | +41.1% |
| 1Y | +14.1% | -35.1% | +49.3% | +28.5% |
| 3Y | -1.7% | +31.1% | -32.8% | -24.3% |
| 5Y | -43.0% | +29.8% | -72.8% | -58.1% |
| 10Y | +34.3% | +265.1% | -230.8% | -48.2% |
| All | +329.3% | -53.7% | +383.0% | +333.1% |
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 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