+17.2%
XLI vs SW
+1.0%
+16.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.1% | -5.1% | +4.0% | 0.0% |
| 30D | -5.9% | -4.6% | -1.4% | -5.1% |
| 3M | -0.3% | +9.4% | -9.6% | -2.6% |
| 6M | +0.1% | +3.5% | -3.4% | -2.1% |
| YTD | +13.6% | +22.0% | -8.4% | +8.0% |
| 1Y | +17.2% | +2.2% | +15.0% | +14.4% |
| All | +17.2% | +1.0% | +16.2% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling