+139.0%
XBI vs SW
+184.4%
-45.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +0.8% | +7.4% | -6.6% | +0.1% |
| 3M | -1.9% | -5.9% | +4.1% | -1.4% |
| 6M | +15.2% | +9.0% | +6.3% | +13.9% |
| YTD | +27.3% | +18.1% | +9.2% | +24.3% |
| 1Y | +41.5% | +28.7% | +12.8% | +37.0% |
| 3Y | +133.1% | +48.8% | +84.3% | +122.0% |
| 5Y | +23.7% | +2.5% | +21.2% | +19.1% |
| 10Y | +139.0% | +184.4% | -45.4% | +113.2% |
| All | +139.0% | +184.4% | -45.4% | +113.2% |
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