-24.7%
U vs SWK
-14.4%
-10.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +36.6% | +11.0% | +25.5% | +25.8% |
| 30D | +13.3% | +30.1% | -16.7% | -6.9% |
| 3M | +26.2% | +14.7% | +11.5% | +13.0% |
| 6M | +88.7% | +44.5% | +44.2% | +40.7% |
| YTD | +16.6% | +59.4% | -42.8% | -21.9% |
| 1Y | +29.0% | +77.5% | -48.6% | -21.3% |
| 3Y | +99.5% | +49.5% | +50.0% | +32.9% |
| 5Y | -66.1% | -24.9% | -41.2% | -68.0% |
| All | -24.7% | -14.4% | -10.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling