+91.4%
XLK vs SW
+40.4%
+51.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -7.7% |
| 7D | -14.0% | +4.7% | -18.6% | -14.7% |
| 30D | -19.6% | +5.0% | -24.6% | -20.4% |
| 3M | -12.6% | -7.3% | -5.2% | -11.5% |
| 6M | -1.7% | +15.0% | -16.7% | -5.0% |
| YTD | +13.2% | +18.5% | -5.3% | +7.9% |
| 1Y | +10.6% | +27.1% | -16.5% | +3.8% |
| All | +91.4% | +40.4% | +51.1% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling