+124.1%
XBI vs SW
+177.1%
-53.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | +2.6% | +5.0% | -2.5% | +2.0% |
| 3M | -4.0% | -13.7% | +9.6% | -2.7% |
| 6M | +10.9% | +8.0% | +2.9% | +9.8% |
| YTD | +23.6% | +14.0% | +9.6% | +21.2% |
| 1Y | +35.1% | +25.6% | +9.5% | +31.1% |
| 3Y | +125.2% | +40.1% | +85.1% | +115.7% |
| 5Y | +19.7% | -2.6% | +22.3% | +15.9% |
| All | +124.1% | +177.1% | -53.0% | +96.8% |
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