+27.1%
SW vs XHB
-1.4%
+28.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.6% |
| 7D | +2.3% | +1.3% | +1.0% | +0.6% |
| 30D | +6.8% | +7.8% | -1.0% | -1.6% |
| 3M | -5.2% | -5.5% | +0.3% | +0.4% |
| 6M | +7.4% | -2.6% | +10.0% | +10.3% |
| YTD | +17.4% | +0.4% | +17.0% | +15.8% |
| 1Y | +27.1% | -1.0% | +28.1% | +26.9% |
| All | +27.1% | -1.4% | +28.4% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling