-1.6%
SW vs XHB
+35.8%
-37.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.4% |
| 7D | +4.7% | +2.5% | +2.1% | +3.1% |
| 30D | +5.0% | +6.7% | -1.7% | +1.2% |
| 3M | -7.3% | -5.8% | -1.5% | -4.2% |
| 6M | +15.0% | +1.7% | +13.3% | +14.7% |
| YTD | +18.5% | +1.9% | +16.6% | +18.5% |
| 1Y | +27.1% | +0.9% | +26.3% | +27.8% |
| 3Y | +49.3% | +37.6% | +11.7% | +36.1% |
| 5Y | -1.6% | +35.7% | -37.4% | -12.9% |
| All | -1.6% | +35.8% | -37.5% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling