+351.7%
XLF vs SW
+743.1%
-391.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.3% |
| 7D | +5.5% | +12.1% | -6.6% | +4.7% |
| 30D | +9.9% | +6.6% | +3.3% | +9.4% |
| 3M | +2.6% | -6.0% | +8.7% | +3.0% |
| 6M | +15.6% | +21.5% | -5.9% | +13.9% |
| YTD | +9.4% | +20.3% | -10.9% | +7.7% |
| 1Y | +14.7% | +28.1% | -13.4% | +12.5% |
| 3Y | +83.6% | +51.6% | +32.0% | +77.8% |
| 5Y | +61.3% | -0.1% | +61.4% | +57.1% |
| 10Y | +265.1% | +189.7% | +75.3% | +238.2% |
| All | +351.7% | +743.1% | -391.4% | +334.7% |
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 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