+20.7%
XLK vs SW
+29.5%
-8.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.6% |
| 7D | -7.6% | +12.1% | -19.6% | -9.1% |
| 30D | -12.2% | +6.6% | -18.7% | -13.0% |
| 3M | -5.5% | -6.0% | +0.6% | -4.6% |
| 6M | +9.2% | +21.5% | -12.3% | +5.4% |
| YTD | +23.0% | +20.3% | +2.7% | +19.0% |
| 1Y | +20.7% | +28.1% | -7.4% | +15.9% |
| All | +20.7% | +29.5% | -8.8% | +15.9% |
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