+8,438.8%
USB vs SWKS
+8,307.4%
+131.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | +1.4% | +12.5% | -11.1% | +0.2% |
| 30D | -1.3% | +10.5% | -11.8% | -2.4% |
| 3M | +15.2% | -7.4% | +22.6% | +15.8% |
| 6M | +18.8% | +32.7% | -13.8% | +14.4% |
| YTD | +21.0% | +19.2% | +1.9% | +17.7% |
| 1Y | +34.0% | +2.4% | +31.6% | +32.3% |
| 3Y | +95.3% | -25.6% | +120.9% | +97.0% |
| 5Y | +40.4% | -53.4% | +93.8% | +47.3% |
| 10Y | +107.3% | +23.2% | +84.2% | +95.9% |
| All | +8,438.8% | +8,307.4% | +131.4% | +5,468.8% |
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 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