+23.7%
XBI vs SW
+2.5%
+21.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | +0.8% | +7.4% | -6.6% | 0.0% |
| 3M | -1.9% | -5.9% | +4.1% | -1.3% |
| 6M | +15.2% | +9.0% | +6.3% | +13.7% |
| YTD | +27.3% | +18.1% | +9.2% | +23.9% |
| 1Y | +41.5% | +28.7% | +12.8% | +36.3% |
| 3Y | +133.1% | +48.8% | +84.3% | +122.5% |
| 5Y | +23.7% | +2.5% | +21.2% | +19.6% |
| All | +23.7% | +2.5% | +21.2% | +19.6% |
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