-2.7%
XLY vs SW
-3.8%
+1.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.1% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | -4.9% | -7.5% | +2.6% | -3.4% |
| 3M | -1.0% | +10.3% | -11.3% | -3.6% |
| 6M | 0.0% | +5.4% | -5.4% | -2.4% |
| YTD | -4.2% | +17.9% | -22.0% | -8.9% |
| 1Y | -2.7% | -2.4% | -0.3% | -6.9% |
| All | -2.7% | -3.8% | +1.1% | -6.9% |
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 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