-20.7%
SWKS vs USAR
-18.7%
-1.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | +0.7% |
| 7D | -6.2% | -14.5% | +8.3% | -5.5% |
| 30D | -1.5% | -37.8% | +36.3% | +0.4% |
| 3M | +23.0% | -52.8% | +75.7% | +26.6% |
| 6M | +27.6% | -71.2% | +98.8% | +33.2% |
| YTD | +32.3% | -30.9% | +63.2% | +35.4% |
| 1Y | +20.1% | -48.0% | +68.1% | +23.2% |
| 3Y | +0.6% | -19.7% | +20.4% | -1.9% |
| All | -20.7% | -18.7% | -1.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling