-1.7%
XLK vs SW
+19.0%
-20.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -7.7% |
| 7D | -14.0% | +4.7% | -18.6% | -14.6% |
| 30D | -19.6% | +5.0% | -24.6% | -20.2% |
| 3M | -12.6% | -7.3% | -5.2% | -11.2% |
| 6M | -1.7% | +15.0% | -16.7% | -6.8% |
| All | -1.7% | +19.0% | -20.7% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling