+98.3%
USB vs SWKS
-25.5%
+123.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.0% |
| 7D | +1.4% | +12.5% | -11.1% | -1.2% |
| 30D | -1.3% | +10.5% | -11.8% | -3.6% |
| 3M | +15.2% | -7.4% | +22.6% | +16.5% |
| 6M | +18.8% | +32.7% | -13.8% | +7.9% |
| YTD | +21.0% | +19.2% | +1.9% | +12.8% |
| 1Y | +34.0% | +2.4% | +31.6% | +29.6% |
| All | +98.3% | -25.5% | +123.7% | +85.8% |
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