-27.4%
U vs SWK
-13.8%
-13.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +16.9% | -2.3% | +19.2% | +18.4% |
| 30D | +6.4% | +30.4% | -24.1% | -12.8% |
| 3M | +13.2% | +12.1% | +1.0% | +2.9% |
| 6M | +84.8% | +49.1% | +35.7% | +34.4% |
| YTD | +12.4% | +60.4% | -48.0% | -25.1% |
| 1Y | +19.8% | +78.3% | -58.5% | -27.1% |
| 3Y | +83.8% | +53.3% | +30.5% | +19.8% |
| 5Y | -72.7% | -27.0% | -45.8% | -74.1% |
| All | -27.4% | -13.8% | -13.5% | -43.3% |
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