+147.8%
SW vs XHB
+210.7%
-62.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -5.1% | -1.3% | -3.8% | -4.6% |
| 30D | -4.6% | -6.9% | +2.3% | -1.8% |
| 3M | +9.4% | -1.3% | +10.6% | +10.5% |
| 6M | +3.5% | -6.8% | +10.3% | +6.8% |
| YTD | +22.0% | +0.7% | +21.3% | +22.9% |
| 1Y | +2.2% | -11.2% | +13.4% | +7.4% |
| 3Y | +19.6% | +25.3% | -5.7% | +13.9% |
| 5Y | -2.3% | +37.3% | -39.7% | -10.6% |
| All | +147.8% | +210.7% | -62.9% | +78.3% |
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