-43.6%
SWKS vs URI
+166.6%
-210.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -6.2% | -9.8% | +3.6% | -2.1% |
| 30D | -1.5% | +1.7% | -3.2% | -2.4% |
| 3M | +23.0% | -9.1% | +32.0% | +27.1% |
| 6M | +27.6% | +9.9% | +17.7% | +20.2% |
| YTD | +32.3% | +31.2% | +1.1% | +10.7% |
| 1Y | +20.1% | +25.9% | -5.8% | +2.6% |
| 3Y | +0.6% | +147.4% | -146.7% | -43.7% |
| All | -43.6% | +166.6% | -210.1% | -72.9% |
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