-28.6%
SWKS vs USAR
+74.0%
-102.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | +12.5% | -2.1% | +14.6% | +12.6% |
| 30D | +10.5% | +2.6% | +7.9% | +10.3% |
| 3M | -7.4% | -35.0% | +27.6% | -6.2% |
| 6M | +32.7% | -6.9% | +39.5% | +32.8% |
| YTD | +19.2% | +48.0% | -28.8% | +18.3% |
| 1Y | +2.4% | +24.8% | -22.4% | +1.6% |
| 3Y | -25.6% | +73.2% | -98.9% | -29.7% |
| All | -28.6% | +74.0% | -102.6% | -32.2% |
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