+18.8%
XLK vs SW
+23.8%
-4.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +7.0% | -3.0% | +10.0% | +7.5% |
| 30D | -11.5% | +4.2% | -15.6% | -12.0% |
| 3M | -7.9% | -11.5% | +3.6% | -6.2% |
| 6M | -0.6% | +8.6% | -9.2% | -2.7% |
| YTD | +21.1% | +15.0% | +6.2% | +17.7% |
| 1Y | +18.8% | +25.7% | -6.8% | +14.1% |
| All | +18.8% | +23.8% | -4.9% | +14.1% |
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