+78.5%
SU vs SW
+730.4%
-651.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.1% |
| 7D | -11.0% | +4.7% | -15.7% | -11.2% |
| 30D | +1.2% | +5.0% | -3.8% | +1.0% |
| 3M | +10.6% | -7.3% | +18.0% | +10.9% |
| 6M | +0.5% | +15.0% | -14.5% | -0.5% |
| YTD | +58.9% | +18.5% | +40.4% | +56.8% |
| 1Y | +71.0% | +27.1% | +43.9% | +68.1% |
| 3Y | +125.7% | +49.3% | +76.3% | +119.5% |
| 5Y | +215.1% | -1.6% | +216.7% | +208.1% |
| 10Y | +236.3% | +185.4% | +50.9% | +218.4% |
| All | +78.5% | +730.4% | -651.9% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling