+64.1%
XLI vs SW
-2.6%
+66.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -2.8% | +2.3% | -5.1% | -3.1% |
| 30D | -3.1% | +6.8% | -9.9% | -3.9% |
| 3M | -11.7% | -5.2% | -6.5% | -11.2% |
| 6M | -7.6% | +7.4% | -15.0% | -8.7% |
| YTD | +5.7% | +17.4% | -11.7% | +3.0% |
| 1Y | +7.8% | +27.1% | -19.3% | +4.1% |
| 3Y | +67.4% | +47.9% | +19.5% | +59.5% |
| All | +64.1% | -2.6% | +66.7% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling