+8.0%
U vs SWK
+15.2%
-7.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -3.8% | -0.4% | -3.4% | -3.6% |
| 30D | +17.5% | -5.7% | +23.2% | +21.3% |
| 3M | +38.7% | +24.1% | +14.7% | +20.4% |
| 6M | +104.4% | +24.7% | +79.7% | +74.3% |
| YTD | -5.7% | +33.9% | -39.6% | -24.1% |
| 1Y | +3.7% | +34.7% | -31.0% | -17.3% |
| All | +8.0% | +15.2% | -7.2% | -2.2% |
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