-59.6%
SMWB vs SPY
+101.0%
-160.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | -2.6% | +0.1% | -2.8% | -2.8% |
| 30D | +18.8% | +0.1% | +18.8% | +18.9% |
| 3M | +104.2% | +2.0% | +102.2% | +99.9% |
| 6M | +226.2% | +13.0% | +213.2% | +177.4% |
| YTD | +18.0% | +13.5% | +4.5% | -0.1% |
| 1Y | -9.6% | +20.0% | -29.6% | -28.7% |
| 3Y | +32.5% | +77.2% | -44.7% | -37.4% |
| 5Y | -58.3% | +81.9% | -140.2% | -80.4% |
| All | -59.6% | +101.0% | -160.6% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling