+14.5%
XLK vs SW
+26.7%
-12.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -8.2% | +2.3% | -10.5% | -8.5% |
| 30D | -18.2% | +6.8% | -25.0% | -19.0% |
| 3M | -11.0% | -5.2% | -5.8% | -10.4% |
| 6M | -2.9% | +7.4% | -10.3% | -4.8% |
| YTD | +14.8% | +17.4% | -2.6% | +11.7% |
| 1Y | +14.5% | +27.1% | -12.6% | +10.5% |
| All | +14.5% | +26.7% | -12.2% | +10.5% |
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