+223.9%
SU vs SW
+184.4%
+39.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -10.2% | +2.2% | -12.4% | -10.4% |
| 30D | -6.2% | +7.4% | -13.6% | -6.8% |
| 3M | +8.7% | -5.9% | +14.6% | +9.1% |
| 6M | +7.2% | +9.0% | -1.7% | +5.7% |
| YTD | +55.9% | +18.1% | +37.8% | +51.4% |
| 1Y | +60.4% | +28.7% | +31.7% | +54.2% |
| 3Y | +125.2% | +48.8% | +76.4% | +110.8% |
| 5Y | +216.7% | +2.5% | +214.3% | +200.1% |
| 10Y | +223.9% | +184.4% | +39.5% | +170.9% |
| All | +223.9% | +184.4% | +39.5% | +170.9% |
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