+49.3%
SW vs UL
+39.4%
+9.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | +4.7% | +5.5% | -0.8% | +3.3% |
| 30D | +5.0% | +11.4% | -6.4% | +2.3% |
| 3M | -7.3% | +6.0% | -13.3% | -8.7% |
| 6M | +15.0% | +18.0% | -3.0% | +11.3% |
| YTD | +18.5% | +6.2% | +12.3% | +16.7% |
| 1Y | +27.1% | +1.5% | +25.6% | +25.5% |
| All | +49.3% | +39.4% | +9.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling