+341.7%
XLF vs SW
+755.0%
-413.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.9% |
| 7D | 0.0% | -5.1% | +5.1% | +0.3% |
| 30D | +0.2% | -4.6% | +4.8% | +0.4% |
| 3M | +11.7% | +9.4% | +2.3% | +10.9% |
| 6M | +13.8% | +3.5% | +10.3% | +13.2% |
| YTD | +7.0% | +22.0% | -15.0% | +5.3% |
| 1Y | +9.1% | +2.2% | +6.9% | +8.4% |
| 3Y | +75.6% | +19.6% | +56.0% | +71.9% |
| 5Y | +66.4% | -2.3% | +68.8% | +62.3% |
| 10Y | +250.3% | +181.4% | +68.9% | +224.5% |
| All | +341.7% | +755.0% | -413.3% | +325.0% |
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