+743.1%
SW vs XHB
+591.3%
+151.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.4% | +3.0% |
| 7D | +12.1% | +9.7% | +2.3% | +10.0% |
| 30D | +6.6% | +11.7% | -5.1% | +4.2% |
| 3M | -6.0% | -1.4% | -4.7% | -5.7% |
| 6M | +21.5% | +6.8% | +14.7% | +20.4% |
| YTD | +20.3% | +5.5% | +14.8% | +19.8% |
| 1Y | +28.1% | +5.1% | +23.0% | +27.7% |
| 3Y | +51.6% | +42.4% | +9.2% | +45.8% |
| 5Y | -0.1% | +41.6% | -41.7% | -4.8% |
| 10Y | +189.7% | +275.1% | -85.4% | +150.5% |
| All | +743.1% | +591.3% | +151.8% | +653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling