-53.0%
SWKS vs URI
+200.7%
-253.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.8% |
| 7D | +12.5% | -2.0% | +14.5% | +13.4% |
| 30D | +10.5% | -12.9% | +23.4% | +17.1% |
| 3M | -7.4% | -6.7% | -0.7% | -5.2% |
| 6M | +32.7% | +19.0% | +13.7% | +18.9% |
| YTD | +19.2% | +25.5% | -6.4% | +2.4% |
| 1Y | +2.4% | +5.5% | -3.2% | -4.3% |
| 3Y | -25.6% | +111.3% | -136.9% | -54.2% |
| All | -53.0% | +200.7% | -253.7% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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