+27.1%
SW vs UL
+2.1%
+25.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.1% |
| 7D | +4.7% | +5.5% | -0.8% | +2.0% |
| 30D | +5.0% | +11.4% | -6.4% | -0.2% |
| 3M | -7.3% | +6.0% | -13.3% | -9.8% |
| 6M | +15.0% | +18.0% | -3.0% | +7.3% |
| YTD | +18.5% | +6.2% | +12.3% | +16.7% |
| 1Y | +27.1% | +1.5% | +25.6% | +29.1% |
| All | +27.1% | +2.1% | +25.1% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling