-63.6%
SMWB vs SPY
+97.4%
-161.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | -3.5% | +2.6% | -6.1% | -6.9% |
| 30D | -4.0% | -2.0% | -2.0% | -1.3% |
| 3M | -11.5% | -2.8% | -8.8% | -8.0% |
| 6M | +179.6% | +2.1% | +177.5% | +173.6% |
| YTD | +6.4% | +11.5% | -5.1% | -7.6% |
| 1Y | +3.5% | +13.5% | -10.0% | -12.1% |
| 3Y | +67.8% | +77.7% | -9.9% | -20.7% |
| 5Y | -56.8% | +72.6% | -129.5% | -78.4% |
| All | -63.6% | +97.4% | -161.0% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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