-17.8%
SMWB vs SPY
+17.2%
-35.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.9% |
| 7D | -8.9% | -2.0% | -6.9% | -5.4% |
| 30D | +11.7% | -1.7% | +13.4% | +15.5% |
| 3M | +94.2% | +4.7% | +89.5% | +80.7% |
| 6M | +201.1% | +12.5% | +188.6% | +146.8% |
| YTD | +8.1% | +11.7% | -3.6% | -9.7% |
| 1Y | -17.8% | +17.5% | -35.3% | -37.5% |
| All | -17.8% | +17.2% | -35.1% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling