+531.1%
XLI vs SW
+730.4%
-199.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -4.5% | +4.7% | -9.2% | -4.8% |
| 30D | -5.3% | +5.0% | -10.3% | -5.6% |
| 3M | -12.6% | -7.3% | -5.2% | -12.2% |
| 6M | -5.3% | +15.0% | -20.3% | -6.3% |
| YTD | +5.6% | +18.5% | -12.9% | +4.1% |
| 1Y | +7.3% | +27.1% | -19.9% | +5.3% |
| 3Y | +66.7% | +49.3% | +17.4% | +61.6% |
| 5Y | +64.6% | -1.6% | +66.2% | +60.6% |
| 10Y | +240.8% | +185.4% | +55.4% | +214.8% |
| All | +531.1% | +730.4% | -199.3% | +455.2% |
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 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