+125.6%
SU vs SW
+39.0%
+86.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | -13.4% | +2.3% | -15.8% | -13.5% |
| 30D | +0.9% | +6.8% | -5.9% | +0.6% |
| 3M | +12.8% | -5.2% | +18.0% | +12.9% |
| 6M | +8.3% | +7.4% | +0.8% | +7.2% |
| YTD | +58.2% | +17.4% | +40.8% | +53.9% |
| 1Y | +67.1% | +27.1% | +40.0% | +60.6% |
| 3Y | +125.6% | +47.9% | +77.8% | +116.8% |
| All | +125.6% | +39.0% | +86.6% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling