+202.4%
URI vs SWK
-24.2%
+226.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.1% | -17.5% | -10.7% |
| 7D | -4.3% | +17.9% | -22.2% | -12.5% |
| 30D | +4.6% | +31.9% | -27.3% | -9.6% |
| 3M | -2.1% | +16.6% | -18.7% | -10.1% |
| 6M | +21.9% | +61.1% | -39.2% | -5.5% |
| YTD | +39.7% | +64.2% | -24.5% | +6.8% |
| 1Y | +32.9% | +85.2% | -52.4% | -4.7% |
| 3Y | +155.8% | +50.2% | +105.6% | +94.7% |
| 5Y | +202.4% | -22.8% | +225.3% | +217.9% |
| All | +202.4% | -24.2% | +226.6% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling