+74.9%
USAR vs SWK
+14.5%
+60.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +2.6% | -5.7% | +8.3% | +4.0% |
| 3M | -35.0% | +24.1% | -59.1% | -37.3% |
| 6M | -6.9% | +24.7% | -31.6% | -10.9% |
| YTD | +48.0% | +33.9% | +14.0% | +40.7% |
| 1Y | +24.8% | +34.7% | -9.9% | +18.8% |
| 3Y | +73.2% | +15.3% | +58.0% | +76.2% |
| All | +74.9% | +14.5% | +60.4% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling