-0.6%
SWKS vs USAR
-27.6%
+27.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.5% | +7.4% | -1.6% |
| 7D | -9.2% | -29.5% | +20.3% | -7.8% |
| 30D | -1.9% | -46.0% | +44.1% | +0.6% |
| 3M | +21.2% | -56.8% | +78.0% | +25.3% |
| 6M | +12.9% | -72.9% | +85.8% | +18.3% |
| YTD | +30.7% | -37.6% | +68.4% | +34.4% |
| 1Y | +14.1% | -56.0% | +70.2% | +17.7% |
| All | -0.6% | -27.6% | +27.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 3y: compounded portfolio wealth divided by compounded USAR 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…
3y analysis · Full analysis span regression · 6 months rolling