+215.1%
SU vs SW
-2.6%
+217.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +12.8% | -5.2% | +18.0% | +13.0% |
| 6M | +8.3% | +7.4% | +0.8% | +7.3% |
| YTD | +58.2% | +17.4% | +40.8% | +54.9% |
| 1Y | +67.1% | +27.1% | +40.0% | +62.3% |
| 3Y | +125.6% | +47.9% | +77.8% | +116.5% |
| All | +215.1% | -2.6% | +217.7% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling