+227.0%
UPS vs SWKS
+206.0%
+21.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.6% |
| 7D | -2.9% | +12.5% | -15.4% | -4.3% |
| 30D | -3.5% | +10.5% | -14.0% | -4.7% |
| 3M | -5.7% | -7.4% | +1.7% | -5.2% |
| 6M | -4.4% | +32.7% | -37.0% | -8.3% |
| YTD | +8.0% | +19.2% | -11.1% | +4.8% |
| 1Y | +29.0% | +2.4% | +26.7% | +27.4% |
| 3Y | -27.7% | -25.6% | -2.1% | -27.0% |
| 5Y | -34.3% | -53.4% | +19.1% | -30.8% |
| 10Y | +37.8% | +23.2% | +14.6% | +29.0% |
| All | +227.0% | +206.0% | +21.0% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling