+23.6%
SMWB vs SPY
+78.7%
-55.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.4% |
| 7D | -4.6% | +0.5% | -5.1% | -5.2% |
| 30D | +11.6% | -0.9% | +12.5% | +13.3% |
| 3M | +102.9% | +3.9% | +99.0% | +93.7% |
| 6M | +198.2% | +14.5% | +183.7% | +149.8% |
| YTD | +11.9% | +12.9% | -1.0% | -4.3% |
| 1Y | -16.8% | +19.4% | -36.1% | -33.4% |
| 3Y | +23.6% | +78.5% | -54.9% | -33.1% |
| All | +23.6% | +78.7% | -55.1% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling