+119.2%
XBI vs SW
+39.0%
+80.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | -2.4% | +2.3% | -4.7% | -2.8% |
| 30D | +1.3% | +6.8% | -5.5% | +0.1% |
| 3M | -1.5% | -5.2% | +3.7% | -0.7% |
| 6M | +10.7% | +7.4% | +3.2% | +8.6% |
| YTD | +25.0% | +17.4% | +7.6% | +19.6% |
| 1Y | +39.9% | +27.1% | +12.8% | +31.7% |
| 3Y | +119.2% | +47.9% | +71.3% | +102.9% |
| All | +119.2% | +39.0% | +80.2% | +102.9% |
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