+92.7%
USB vs SWKS
+31.5%
+61.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -1.5% | -9.2% | +7.7% | +1.2% |
| 30D | +4.3% | -1.9% | +6.2% | +4.7% |
| 3M | -6.1% | +21.2% | -27.3% | -12.4% |
| 6M | +9.4% | +12.9% | -3.5% | +2.2% |
| YTD | +15.2% | +30.7% | -15.6% | +1.8% |
| 1Y | +32.8% | +14.1% | +18.6% | +22.4% |
| 3Y | +91.3% | -1.7% | +93.0% | +75.4% |
| 5Y | +22.7% | -43.0% | +65.7% | +30.3% |
| All | +92.7% | +31.5% | +61.2% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling