+182.7%
SW vs XHB
+252.6%
-69.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +2.3% | +1.3% | +1.0% | +1.7% |
| 30D | +6.8% | +7.8% | -1.0% | +3.6% |
| 3M | -5.2% | -5.5% | +0.3% | -3.0% |
| 6M | +7.4% | -2.6% | +10.0% | +9.1% |
| YTD | +17.4% | +0.4% | +17.0% | +18.4% |
| 1Y | +27.1% | -1.0% | +28.1% | +28.8% |
| 3Y | +47.9% | +37.3% | +10.6% | +37.9% |
| 5Y | -2.6% | +33.7% | -36.3% | -10.3% |
| All | +182.7% | +252.6% | -69.9% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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