+185.4%
SW vs SPXU
-99.5%
+284.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.2% | -14.7% | +1.1% |
| 7D | +4.7% | +14.2% | -9.6% | +7.7% |
| 30D | +5.0% | +19.3% | -14.3% | +9.0% |
| 3M | -7.3% | +16.2% | -23.5% | -4.1% |
| 6M | +15.0% | -3.5% | +18.5% | +15.8% |
| YTD | +18.5% | -19.2% | +37.7% | +16.4% |
| 1Y | +27.1% | -20.7% | +47.8% | +24.8% |
| 3Y | +49.3% | -79.5% | +128.8% | +24.4% |
| 5Y | -1.6% | -81.7% | +80.1% | -14.9% |
| All | +185.4% | -99.5% | +284.9% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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