+774.3%
XLK vs SW
+147.8%
+626.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +0.9% | -5.1% | +6.0% | +1.5% |
| 30D | +0.7% | -4.6% | +5.3% | +1.2% |
| 3M | -2.9% | +9.4% | -12.3% | -4.2% |
| 6M | +34.3% | +3.5% | +30.7% | +33.0% |
| YTD | +30.4% | +22.0% | +8.4% | +26.6% |
| 1Y | +43.4% | +2.2% | +41.2% | +41.6% |
| 3Y | +116.8% | +19.6% | +97.2% | +108.8% |
| 5Y | +144.0% | -2.3% | +146.4% | +133.6% |
| All | +774.3% | +147.8% | +626.5% | +662.8% |
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