+235.8%
SU vs SW
+179.5%
+56.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | -7.9% | +4.2% | -12.0% | -8.2% |
| 3M | +9.2% | -11.5% | +20.7% | +10.1% |
| 6M | +5.5% | +8.6% | -3.1% | +3.9% |
| YTD | +59.5% | +15.0% | +44.5% | +55.2% |
| 1Y | +59.9% | +25.7% | +34.3% | +54.1% |
| 3Y | +130.3% | +44.8% | +85.5% | +116.1% |
| 5Y | +225.3% | -1.7% | +227.0% | +209.5% |
| All | +235.8% | +179.5% | +56.2% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling