+70.1%
SU vs SW
+1.0%
+69.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.2% |
| 7D | +2.9% | -5.1% | +8.0% | +2.2% |
| 30D | +7.2% | -4.6% | +11.8% | +6.6% |
| 3M | +2.8% | +9.4% | -6.5% | +4.2% |
| 6M | +18.2% | +3.5% | +14.7% | +21.7% |
| YTD | +54.0% | +22.0% | +31.9% | +57.2% |
| 1Y | +70.1% | +2.2% | +67.9% | +71.5% |
| All | +70.1% | +1.0% | +69.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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