+755.0%
SW vs UUUU
-72.2%
+827.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | -4.6% | +16.3% | -20.9% | -5.1% |
| 3M | +9.4% | -16.7% | +26.1% | +9.8% |
| 6M | +3.5% | -33.7% | +37.2% | +4.5% |
| YTD | +22.0% | -0.5% | +22.5% | +21.3% |
| 1Y | +2.2% | +28.9% | -26.6% | +0.4% |
| 3Y | +19.6% | +99.9% | -80.3% | +14.7% |
| 5Y | -2.3% | +135.3% | -137.6% | -7.7% |
| 10Y | +181.4% | +518.4% | -337.0% | +151.3% |
| All | +755.0% | -72.2% | +827.2% | +622.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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