+23.3%
UPS vs SWKS
+15.3%
+8.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | 0.0% | -6.2% | +6.2% | +0.9% |
| 30D | +17.3% | -1.5% | +18.8% | +17.5% |
| 3M | +6.6% | +23.0% | -16.4% | +2.5% |
| 6M | +12.0% | +27.6% | -15.6% | +5.6% |
| YTD | +14.4% | +32.3% | -17.9% | +3.5% |
| 1Y | +23.3% | +20.1% | +3.2% | +15.0% |
| All | +23.3% | +15.3% | +8.0% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling