+218.0%
XLE vs SW
-2.3%
+220.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | +2.2% | -5.1% | +7.3% | +2.5% |
| 30D | +11.8% | -4.6% | +16.4% | +12.0% |
| 3M | +9.8% | +9.4% | +0.4% | +8.8% |
| 6M | +15.6% | +3.5% | +12.1% | +14.9% |
| YTD | +45.3% | +22.0% | +23.2% | +41.9% |
| 1Y | +48.3% | +2.2% | +46.1% | +47.0% |
| 3Y | +55.4% | +19.6% | +35.8% | +51.6% |
| All | +218.0% | -2.3% | +220.3% | +204.5% |
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