-43.0%
SWKS vs URI
+178.2%
-221.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.1% | +0.9% |
| 7D | -9.2% | -12.9% | +3.7% | -3.8% |
| 30D | -1.9% | -3.4% | +1.5% | -0.7% |
| 3M | +21.2% | -10.0% | +31.2% | +25.8% |
| 6M | +12.9% | +12.2% | +0.7% | +5.1% |
| YTD | +30.7% | +29.8% | +1.0% | +9.9% |
| 1Y | +14.1% | +24.6% | -10.5% | -2.1% |
| 3Y | -1.7% | +137.6% | -139.3% | -43.8% |
| 5Y | -43.0% | +176.6% | -219.6% | -72.7% |
| All | -43.0% | +178.2% | -221.2% | -72.7% |
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