+3.6%
XLY vs SW
+29.5%
-25.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.4% |
| 7D | +6.1% | +12.1% | -6.0% | +3.5% |
| 30D | +10.8% | +6.6% | +4.2% | +9.2% |
| 3M | +3.6% | -6.0% | +9.7% | +4.8% |
| 6M | +4.4% | +21.5% | -17.1% | -1.0% |
| YTD | +3.1% | +20.3% | -17.2% | -3.5% |
| 1Y | +3.6% | +28.1% | -24.6% | -5.0% |
| All | +3.6% | +29.5% | -25.9% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling