+1,860.0%
XLK vs SW
+755.0%
+1,105.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +0.9% | -5.1% | +6.0% | +1.2% |
| 30D | +0.7% | -4.6% | +5.3% | +1.0% |
| 3M | -2.9% | +9.4% | -12.3% | -3.6% |
| 6M | +34.3% | +3.5% | +30.7% | +33.6% |
| YTD | +30.4% | +22.0% | +8.4% | +28.5% |
| 1Y | +43.4% | +2.2% | +41.2% | +42.5% |
| 3Y | +116.8% | +19.6% | +97.2% | +112.9% |
| 5Y | +144.0% | -2.3% | +146.4% | +138.6% |
| 10Y | +778.8% | +181.4% | +597.4% | +733.0% |
| All | +1,860.0% | +755.0% | +1,105.0% | +1,764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling