+730.4%
SW vs UL
+274.9%
+455.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | +4.7% | +5.5% | -0.8% | +4.2% |
| 30D | +5.0% | +11.4% | -6.4% | +4.2% |
| 3M | -7.3% | +6.0% | -13.3% | -7.7% |
| 6M | +15.0% | +18.0% | -3.0% | +13.7% |
| YTD | +18.5% | +6.2% | +12.3% | +18.0% |
| 1Y | +27.1% | +1.5% | +25.6% | +26.8% |
| 3Y | +49.3% | +39.8% | +9.5% | +46.5% |
| 5Y | -1.6% | +34.3% | -36.0% | -3.7% |
| 10Y | +185.4% | +102.6% | +82.7% | +182.2% |
| All | +730.4% | +274.9% | +455.5% | +832.6% |
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