+184.4%
SW vs UL
+106.3%
+78.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | +7.4% | +6.8% | +0.7% | +6.2% |
| 3M | -5.9% | +5.7% | -11.7% | -6.9% |
| 6M | +9.0% | +15.9% | -6.9% | +6.3% |
| YTD | +18.1% | +4.3% | +13.9% | +17.2% |
| 1Y | +28.7% | -0.4% | +29.1% | +28.4% |
| 3Y | +48.8% | +35.0% | +13.8% | +41.1% |
| 5Y | +2.5% | +31.6% | -29.1% | -3.4% |
| 10Y | +184.4% | +104.6% | +79.8% | +167.7% |
| All | +184.4% | +106.3% | +78.1% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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