+99.5%
U vs SWK
+46.0%
+53.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.7% |
| 7D | +36.6% | +11.0% | +25.5% | +28.2% |
| 30D | +13.3% | +30.1% | -16.7% | -2.8% |
| 3M | +26.2% | +14.7% | +11.5% | +15.8% |
| 6M | +88.7% | +44.5% | +44.2% | +49.8% |
| YTD | +16.6% | +59.4% | -42.8% | -15.0% |
| 1Y | +29.0% | +77.5% | -48.6% | -13.3% |
| 3Y | +99.5% | +49.5% | +50.0% | +41.4% |
| All | +99.5% | +46.0% | +53.5% | +41.4% |
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