-9.6%
UPS vs SWKS
-0.7%
-8.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | 0.0% | -6.2% | +6.2% | +1.3% |
| 30D | +17.3% | -1.5% | +18.8% | +17.5% |
| 3M | +6.6% | +23.0% | -16.4% | +0.8% |
| 6M | +12.0% | +27.6% | -15.6% | +3.7% |
| YTD | +14.4% | +32.3% | -17.9% | +3.8% |
| 1Y | +23.3% | +20.1% | +3.2% | +14.6% |
| 3Y | -9.6% | +0.6% | -10.3% | -21.7% |
| All | -9.6% | -0.7% | -8.9% | -21.7% |
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