+726.5%
XLK vs SW
+182.3%
+544.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +4.0% | +3.3% |
| 7D | -1.2% | -2.6% | +1.4% | -0.9% |
| 30D | -11.2% | +7.2% | -18.4% | -12.0% |
| 3M | -6.2% | -10.5% | +4.3% | -5.1% |
| 6M | -1.7% | +9.9% | -11.6% | -3.2% |
| YTD | +21.5% | +17.2% | +4.3% | +18.3% |
| 1Y | +19.6% | +26.5% | -6.9% | +15.4% |
| 3Y | +97.9% | +47.7% | +50.3% | +87.1% |
| 5Y | +118.9% | +0.2% | +118.7% | +109.2% |
| 10Y | +726.5% | +182.3% | +544.2% | +619.9% |
| All | +726.5% | +182.3% | +544.2% | +619.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling