+54.6%
XLE vs SW
+19.6%
+35.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | +2.2% | -5.1% | +7.3% | +2.6% |
| 30D | +11.8% | -4.6% | +16.4% | +12.1% |
| 3M | +9.8% | +9.4% | +0.4% | +8.6% |
| 6M | +15.6% | +3.5% | +12.1% | +15.0% |
| YTD | +45.3% | +22.0% | +23.2% | +40.7% |
| 1Y | +48.3% | +2.2% | +46.1% | +46.9% |
| All | +54.6% | +19.6% | +35.0% | +48.2% |
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