+71.7%
XLI vs SW
-0.1%
+71.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.6% |
| 7D | +0.6% | +12.1% | -11.5% | -0.9% |
| 30D | -0.4% | +6.6% | -6.9% | -1.2% |
| 3M | -8.8% | -6.0% | -2.8% | -8.3% |
| 6M | -0.4% | +21.5% | -21.9% | -3.1% |
| YTD | +10.1% | +20.3% | -10.2% | +6.9% |
| 1Y | +12.3% | +28.1% | -15.8% | +8.3% |
| 3Y | +73.9% | +51.6% | +22.3% | +65.2% |
| All | +71.7% | -0.1% | +71.8% | +58.2% |
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