+1,324.6%
URI vs SWK
+30.0%
+1,294.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -5.5% |
| 7D | -12.9% | +11.3% | -24.2% | -19.7% |
| 30D | -3.4% | +28.1% | -31.5% | -18.8% |
| 3M | -10.0% | +12.6% | -22.6% | -17.9% |
| 6M | +12.2% | +51.7% | -39.5% | -16.8% |
| YTD | +29.8% | +60.0% | -30.2% | -8.0% |
| 1Y | +24.6% | +72.7% | -48.1% | -16.4% |
| 3Y | +137.6% | +46.3% | +91.3% | +65.5% |
| 5Y | +176.6% | -24.6% | +201.2% | +201.9% |
| All | +1,324.6% | +30.0% | +1,294.5% | +900.2% |
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 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