+743.1%
SW vs UL
+270.5%
+472.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.8% |
| 7D | +12.1% | +4.7% | +7.4% | +11.7% |
| 30D | +6.6% | +11.6% | -5.0% | +5.7% |
| 3M | -6.0% | +5.3% | -11.3% | -6.4% |
| 6M | +21.5% | +16.0% | +5.4% | +20.3% |
| YTD | +20.3% | +5.0% | +15.4% | +19.9% |
| 1Y | +28.1% | +1.1% | +27.0% | +27.9% |
| 3Y | +51.6% | +38.1% | +13.5% | +48.8% |
| 5Y | -0.1% | +32.7% | -32.9% | -2.1% |
| 10Y | +189.7% | +100.3% | +89.5% | +186.8% |
| All | +743.1% | +270.5% | +472.6% | +847.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling