+8,200.6%
USB vs SWKS
+9,318.3%
-1,117.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.2% |
| 7D | +2.4% | -4.9% | +7.3% | +2.9% |
| 30D | +6.6% | -1.2% | +7.7% | +6.6% |
| 3M | -4.1% | +24.2% | -28.2% | -6.6% |
| 6M | +12.5% | +21.5% | -9.0% | +9.1% |
| YTD | +17.6% | +33.5% | -15.9% | +12.7% |
| 1Y | +36.5% | +18.9% | +17.6% | +32.3% |
| 3Y | +95.4% | +0.4% | +95.0% | +90.5% |
| 5Y | +26.1% | -44.3% | +70.4% | +29.5% |
| 10Y | +101.3% | +37.1% | +64.1% | +87.5% |
| All | +8,200.6% | +9,318.3% | -1,117.7% | +5,230.0% |
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