+44.3%
UPS vs SWKS
+37.5%
+6.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +1.1% | -2.7% | +3.9% | +1.9% |
| 30D | +17.3% | +8.5% | +8.8% | +14.7% |
| 3M | +7.9% | +17.3% | -9.4% | +2.0% |
| 6M | +13.7% | +25.1% | -11.4% | +4.1% |
| YTD | +17.2% | +33.3% | -16.2% | +4.3% |
| 1Y | +23.2% | +22.9% | +0.3% | +12.2% |
| 3Y | -5.9% | +5.5% | -11.4% | -14.9% |
| 5Y | -33.1% | -41.9% | +8.8% | -29.8% |
| 10Y | +44.3% | +32.4% | +11.9% | +13.0% |
| All | +44.3% | +37.5% | +6.8% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling