+23.5%
XBI vs SW
-2.3%
+25.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +0.9% | -5.1% | +6.0% | +1.5% |
| 30D | +7.1% | -4.6% | +11.6% | +7.6% |
| 3M | +22.9% | +9.4% | +13.5% | +21.3% |
| 6M | +29.7% | +3.5% | +26.2% | +28.5% |
| YTD | +34.5% | +22.0% | +12.4% | +30.4% |
| 1Y | +76.1% | +2.2% | +73.8% | +73.8% |
| 3Y | +103.2% | +19.6% | +83.6% | +95.5% |
| All | +23.5% | -2.3% | +25.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling