-25.9%
UPS vs SWKS
-25.5%
-0.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.0% |
| 7D | -2.9% | +12.5% | -15.4% | -5.6% |
| 30D | -3.5% | +10.5% | -14.0% | -5.8% |
| 3M | -5.7% | -7.4% | +1.7% | -4.5% |
| 6M | -4.4% | +32.7% | -37.0% | -12.6% |
| YTD | +8.0% | +19.2% | -11.1% | +1.1% |
| 1Y | +29.0% | +2.4% | +26.7% | +25.1% |
| All | -25.9% | -25.5% | -0.5% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling