+89.1%
U vs SWK
+46.5%
+42.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.6% | +17.5% | +16.3% |
| 7D | +24.3% | +11.3% | +13.0% | +16.5% |
| 30D | +8.6% | +28.1% | -19.5% | -6.1% |
| 3M | +37.6% | +12.6% | +25.0% | +27.4% |
| 6M | +78.5% | +51.7% | +26.8% | +37.5% |
| YTD | +10.5% | +60.0% | -49.5% | -19.6% |
| 1Y | +15.2% | +72.7% | -57.5% | -20.8% |
| All | +89.1% | +46.5% | +42.6% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling