+51.6%
SW vs UL
+37.8%
+13.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.3% |
| 7D | +12.1% | +4.7% | +7.4% | +10.8% |
| 30D | +6.6% | +11.6% | -5.0% | +3.8% |
| 3M | -6.0% | +5.3% | -11.3% | -7.2% |
| 6M | +21.5% | +16.0% | +5.4% | +18.0% |
| YTD | +20.3% | +5.0% | +15.4% | +18.9% |
| 1Y | +28.1% | +1.1% | +27.0% | +26.8% |
| All | +51.6% | +37.8% | +13.8% | +42.7% |
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 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