+77.8%
XLF vs SW
+39.0%
+38.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | +1.2% | +2.3% | -1.2% | +0.8% |
| 30D | +6.3% | +6.8% | -0.4% | +5.2% |
| 3M | -0.8% | -5.2% | +4.4% | -0.1% |
| 6M | +11.0% | +7.4% | +3.6% | +9.2% |
| YTD | +5.6% | +17.4% | -11.8% | +1.7% |
| 1Y | +10.8% | +27.1% | -16.3% | +5.1% |
| 3Y | +77.8% | +47.9% | +29.9% | +71.6% |
| All | +77.8% | +39.0% | +38.8% | +71.6% |
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 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