+227.0%
UPS vs SWK
+535.8%
-308.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -2.9% | -0.4% | -2.4% | -2.7% |
| 30D | -3.5% | -5.7% | +2.2% | -1.5% |
| 3M | -5.7% | +24.1% | -29.8% | -13.0% |
| 6M | -4.4% | +24.7% | -29.1% | -12.2% |
| YTD | +8.0% | +33.9% | -25.9% | -3.4% |
| 1Y | +29.0% | +34.7% | -5.6% | +14.5% |
| 3Y | -27.7% | +15.3% | -43.0% | -34.2% |
| 5Y | -34.3% | -39.3% | +4.9% | -27.9% |
| 10Y | +37.8% | +2.5% | +35.3% | +18.3% |
| All | +227.0% | +535.8% | -308.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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