-49.8%
USAR vs SWK
+87.6%
-137.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +13.1% | -19.0% | -13.6% |
| 7D | -21.8% | +17.9% | -39.6% | -30.6% |
| 30D | -39.9% | +31.9% | -71.9% | -51.3% |
| 3M | -52.5% | +16.6% | -69.1% | -57.6% |
| 6M | -67.9% | +61.1% | -129.1% | -77.4% |
| YTD | -31.1% | +64.2% | -95.3% | -56.4% |
| 1Y | -49.8% | +85.2% | -135.0% | -69.8% |
| All | -49.8% | +87.6% | -137.5% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling