+247.6%
SU vs SW
+147.8%
+99.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +3.6% | -5.1% | +8.7% | +4.0% |
| 30D | +7.9% | -4.6% | +12.5% | +8.2% |
| 3M | +3.5% | +9.4% | -5.9% | +2.2% |
| 6M | +19.0% | +3.5% | +15.4% | +17.7% |
| YTD | +55.0% | +22.0% | +32.9% | +50.3% |
| 1Y | +71.2% | +2.2% | +69.0% | +68.9% |
| 3Y | +117.4% | +19.6% | +97.8% | +108.3% |
| 5Y | +335.2% | -2.3% | +337.5% | +315.4% |
| All | +247.6% | +147.8% | +99.8% | +188.7% |
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