+112.0%
XLK vs SW
-2.3%
+114.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -1.9% | +1.8% | -3.7% | -2.2% |
| 30D | -14.0% | +7.0% | -21.1% | -14.9% |
| 3M | -9.0% | -7.6% | -1.3% | -8.1% |
| 6M | -2.4% | +8.5% | -11.0% | -4.1% |
| YTD | +19.1% | +17.7% | +1.5% | +15.2% |
| 1Y | +19.2% | +27.1% | -7.9% | +13.9% |
| 3Y | +99.1% | +48.2% | +50.9% | +86.7% |
| 5Y | +112.0% | -2.3% | +114.3% | +99.8% |
| All | +112.0% | -2.3% | +114.3% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling