+787.1%
XBI vs SW
+755.0%
+32.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +0.9% | -5.1% | +6.0% | +1.2% |
| 30D | +7.1% | -4.6% | +11.6% | +7.3% |
| 3M | +22.9% | +9.4% | +13.5% | +22.1% |
| 6M | +29.7% | +3.5% | +26.2% | +29.1% |
| YTD | +34.5% | +22.0% | +12.4% | +32.6% |
| 1Y | +76.1% | +2.2% | +73.8% | +75.0% |
| 3Y | +103.2% | +19.6% | +83.6% | +99.5% |
| 5Y | +22.8% | -2.3% | +25.2% | +20.4% |
| 10Y | +176.3% | +181.4% | -5.1% | +160.0% |
| All | +787.1% | +755.0% | +32.1% | +747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling