-63.1%
SMWB vs SPY
+99.5%
-162.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.6% |
| 7D | -8.7% | -0.8% | -7.9% | -7.7% |
| 30D | -8.2% | -1.1% | -7.1% | -6.7% |
| 3M | +90.8% | +3.9% | +86.9% | +82.3% |
| 6M | +205.7% | +13.6% | +192.1% | +158.3% |
| YTD | +7.7% | +12.7% | -4.9% | -7.8% |
| 1Y | -19.2% | +17.5% | -36.7% | -34.4% |
| 3Y | +19.9% | +76.9% | -57.0% | -43.1% |
| 5Y | -61.4% | +83.6% | -145.0% | -81.8% |
| All | -63.1% | +99.5% | -162.6% | -82.8% |
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