-34.4%
UPS vs SWKS
-36.1%
+1.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.5% |
| 7D | -0.6% | +10.9% | -11.5% | -3.3% |
| 30D | +16.4% | +17.6% | -1.1% | +11.5% |
| 3M | +7.9% | +29.2% | -21.3% | -0.4% |
| 6M | +15.8% | +37.0% | -21.1% | +3.7% |
| YTD | +16.6% | +44.9% | -28.4% | +1.4% |
| 1Y | +22.3% | +33.8% | -11.5% | +8.8% |
| 3Y | -6.2% | +10.2% | -16.4% | -17.1% |
| 5Y | -34.4% | -37.0% | +2.6% | -34.2% |
| All | -34.4% | -36.1% | +1.7% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling