+96.6%
USB vs SWKS
+0.2%
+96.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.5% |
| 7D | +2.4% | -4.9% | +7.3% | +3.4% |
| 30D | +6.6% | -1.2% | +7.7% | +6.7% |
| 3M | -4.1% | +24.2% | -28.2% | -9.2% |
| 6M | +12.5% | +21.5% | -9.0% | +5.2% |
| YTD | +17.6% | +33.5% | -15.9% | +6.6% |
| 1Y | +36.5% | +18.9% | +17.6% | +27.5% |
| All | +96.6% | +0.2% | +96.4% | +60.3% |
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