+1,601.4%
XLK vs SW
+730.4%
+871.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -7.9% |
| 7D | -14.0% | +4.7% | -18.6% | -14.2% |
| 30D | -19.6% | +5.0% | -24.6% | -19.9% |
| 3M | -12.6% | -7.3% | -5.2% | -12.2% |
| 6M | -1.7% | +15.0% | -16.7% | -2.7% |
| YTD | +13.2% | +18.5% | -5.3% | +11.6% |
| 1Y | +10.6% | +27.1% | -16.5% | +8.6% |
| 3Y | +92.7% | +49.3% | +43.4% | +87.5% |
| 5Y | +101.7% | -1.6% | +103.3% | +97.3% |
| 10Y | +678.9% | +185.4% | +493.5% | +639.1% |
| All | +1,601.4% | +730.4% | +871.0% | +1,520.5% |
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