+153.5%
XLU vs SW
+183.3%
-29.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +0.3% | +1.8% | -1.5% | +0.2% |
| 30D | +5.7% | +7.0% | -1.3% | +5.4% |
| 3M | +1.2% | -7.6% | +8.8% | +1.5% |
| 6M | -0.7% | +8.5% | -9.3% | -1.3% |
| YTD | +4.7% | +17.7% | -12.9% | +3.5% |
| 1Y | +0.4% | +27.1% | -26.6% | -1.2% |
| 3Y | +59.6% | +48.2% | +11.4% | +55.1% |
| 5Y | +52.9% | -2.3% | +55.3% | +49.6% |
| 10Y | +153.5% | +183.3% | -29.9% | +133.2% |
| All | +153.5% | +183.3% | -29.9% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling