+43.7%
UPS vs SWKS
+31.8%
+11.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | -3.1% | +4.9% | +2.6% |
| 30D | +17.4% | +8.3% | +9.1% | +14.8% |
| 3M | +7.7% | +20.2% | -12.5% | +1.1% |
| 6M | +13.8% | +24.9% | -11.1% | +4.2% |
| YTD | +17.3% | +33.2% | -15.9% | +4.4% |
| 1Y | +27.2% | +23.6% | +3.6% | +15.6% |
| 3Y | -5.6% | +1.3% | -6.9% | -13.5% |
| 5Y | -33.5% | -40.6% | +7.1% | -30.7% |
| 10Y | +43.7% | +35.3% | +8.4% | +12.3% |
| All | +43.7% | +31.8% | +11.8% | +12.3% |
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