-20.0%
SWKS vs USAR
-19.0%
-1.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -2.6% |
| 7D | -4.9% | -21.8% | +16.8% | -3.9% |
| 30D | -1.2% | -39.9% | +38.7% | +0.9% |
| 3M | +24.2% | -52.5% | +76.7% | +27.8% |
| 6M | +21.5% | -67.9% | +89.4% | +26.5% |
| YTD | +33.5% | -31.1% | +64.6% | +36.7% |
| 1Y | +18.9% | -49.8% | +68.7% | +22.0% |
| 3Y | +0.4% | -19.9% | +20.3% | -2.1% |
| All | -20.0% | -19.0% | -1.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling