+297.5%
XLU vs SW
+730.4%
-432.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | +0.4% | +4.7% | -4.3% | +0.3% |
| 30D | +5.2% | +5.0% | +0.2% | +5.1% |
| 3M | -0.1% | -7.3% | +7.2% | +0.1% |
| 6M | -5.3% | +15.0% | -20.3% | -5.7% |
| YTD | +3.5% | +18.5% | -15.0% | +3.0% |
| 1Y | +0.2% | +27.1% | -26.9% | -0.5% |
| 3Y | +53.1% | +49.3% | +3.8% | +51.2% |
| 5Y | +49.7% | -1.6% | +51.4% | +48.1% |
| 10Y | +147.5% | +185.4% | -37.8% | +140.9% |
| All | +297.5% | +730.4% | -432.9% | +301.9% |
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