-14.0%
SWKS vs USHY
+50.7%
-64.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.6% |
| 7D | +12.5% | -0.1% | +12.6% | +12.9% |
| 30D | +10.5% | +0.1% | +10.4% | +10.3% |
| 3M | -7.4% | +0.8% | -8.2% | -9.0% |
| 6M | +32.7% | +1.7% | +30.9% | +27.4% |
| YTD | +19.2% | +2.5% | +16.7% | +12.4% |
| 1Y | +2.4% | +4.4% | -2.0% | -7.6% |
| 3Y | -25.6% | +27.4% | -53.0% | -57.1% |
| 5Y | -53.4% | +21.7% | -75.2% | -69.0% |
| All | -14.0% | +50.7% | -64.7% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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