+1,179.9%
URI vs SWK
+2.4%
+1,177.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | -2.0% | -0.4% | -1.5% | -1.7% |
| 30D | -12.9% | -5.7% | -7.2% | -9.6% |
| 3M | -6.7% | +24.1% | -30.8% | -19.9% |
| 6M | +19.0% | +24.7% | -5.7% | +0.9% |
| YTD | +25.5% | +33.9% | -8.4% | +1.2% |
| 1Y | +5.5% | +34.7% | -29.1% | -16.3% |
| 3Y | +111.3% | +15.3% | +96.0% | +74.7% |
| 5Y | +198.6% | -39.3% | +237.8% | +281.3% |
| All | +1,179.9% | +2.4% | +1,177.5% | +898.7% |
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 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