+149.4%
XBI vs SW
+183.3%
-33.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +3.2% | +1.8% | +1.4% | +3.0% |
| 30D | +2.0% | +7.0% | -5.0% | +1.3% |
| 3M | -0.3% | -7.6% | +7.3% | +0.4% |
| 6M | +16.6% | +8.5% | +8.0% | +15.3% |
| YTD | +28.8% | +17.7% | +11.1% | +25.9% |
| 1Y | +44.6% | +27.1% | +17.6% | +40.2% |
| 3Y | +137.1% | +48.2% | +88.9% | +126.0% |
| 5Y | +22.8% | -2.3% | +25.1% | +18.7% |
| 10Y | +149.4% | +183.3% | -33.9% | +123.6% |
| All | +149.4% | +183.3% | -33.9% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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