+234.4%
XLF vs SW
+183.3%
+51.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +0.7% | +1.8% | -1.1% | +0.6% |
| 30D | +6.0% | +7.0% | -1.1% | +5.1% |
| 3M | +1.0% | -7.6% | +8.7% | +1.8% |
| 6M | +14.0% | +8.5% | +5.4% | +12.5% |
| YTD | +7.2% | +17.7% | -10.5% | +4.4% |
| 1Y | +11.6% | +27.1% | -15.5% | +7.8% |
| 3Y | +81.2% | +48.2% | +33.0% | +70.9% |
| 5Y | +57.9% | -2.3% | +60.2% | +51.0% |
| 10Y | +234.4% | +183.3% | +51.1% | +179.7% |
| All | +234.4% | +183.3% | +51.1% | +179.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling