-0.1%
SW vs UL
+32.9%
-33.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.4% |
| 7D | +12.1% | +4.7% | +7.4% | +10.9% |
| 30D | +6.6% | +11.6% | -5.0% | +4.0% |
| 3M | -6.0% | +5.3% | -11.3% | -7.1% |
| 6M | +21.5% | +16.0% | +5.4% | +18.0% |
| YTD | +20.3% | +5.0% | +15.4% | +19.0% |
| 1Y | +28.1% | +1.1% | +27.0% | +27.3% |
| 3Y | +51.6% | +38.1% | +13.5% | +41.6% |
| 5Y | -0.1% | +32.7% | -32.9% | -6.5% |
| All | -0.1% | +32.9% | -33.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling