-56.3%
SMWB vs SPY
+74.7%
-130.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +1.5% |
| 7D | -8.3% | -0.9% | -7.4% | -7.2% |
| 30D | -8.5% | -2.4% | -6.1% | -5.4% |
| 3M | +11.4% | -1.2% | +12.6% | +13.4% |
| 6M | +153.3% | +3.3% | +150.0% | +143.7% |
| YTD | +7.9% | +12.3% | -4.4% | -7.4% |
| 1Y | -4.7% | +12.4% | -17.2% | -18.3% |
| 3Y | +56.0% | +78.8% | -22.8% | -27.6% |
| All | -56.3% | +74.7% | -130.9% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling