+113.7%
XBI vs SW
+40.4%
+73.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.5% |
| 7D | -6.0% | +4.7% | -10.6% | -6.7% |
| 30D | -1.7% | +5.0% | -6.7% | -2.5% |
| 3M | -3.0% | -7.3% | +4.3% | -1.9% |
| 6M | +11.0% | +15.0% | -4.0% | +7.7% |
| YTD | +21.8% | +18.5% | +3.3% | +16.4% |
| 1Y | +36.5% | +27.1% | +9.3% | +28.5% |
| All | +113.7% | +40.4% | +73.4% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling