+169.2%
XBI vs SW
+147.8%
+21.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +0.9% | -5.1% | +6.0% | +1.4% |
| 30D | +7.1% | -4.6% | +11.6% | +7.5% |
| 3M | +22.9% | +9.4% | +13.5% | +21.6% |
| 6M | +29.7% | +3.5% | +26.2% | +28.7% |
| YTD | +34.5% | +22.0% | +12.4% | +31.1% |
| 1Y | +76.1% | +2.2% | +73.8% | +74.2% |
| 3Y | +103.2% | +19.6% | +83.6% | +96.4% |
| 5Y | +22.8% | -2.3% | +25.2% | +18.7% |
| All | +169.2% | +147.8% | +21.4% | +141.4% |
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