+755.0%
SW vs XHB
+560.2%
+194.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | -4.6% | -6.9% | +2.3% | -3.2% |
| 3M | +9.4% | -1.3% | +10.6% | +10.0% |
| 6M | +3.5% | -6.8% | +10.3% | +5.3% |
| YTD | +22.0% | +0.7% | +21.3% | +22.6% |
| 1Y | +2.2% | -11.2% | +13.4% | +4.9% |
| 3Y | +19.6% | +25.3% | -5.7% | +17.1% |
| 5Y | -2.3% | +37.3% | -39.7% | -6.2% |
| 10Y | +181.4% | +211.5% | -30.2% | +147.0% |
| All | +755.0% | +560.2% | +194.8% | +670.7% |
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 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