+75.5%
SPYM vs SW
+39.0%
+36.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.7% | +2.3% | -5.0% | -3.0% |
| 30D | -5.4% | +6.8% | -12.1% | -6.3% |
| 3M | -4.1% | -5.2% | +1.1% | -3.5% |
| 6M | +0.8% | +7.4% | -6.7% | -0.9% |
| YTD | +8.8% | +17.4% | -8.6% | +4.8% |
| 1Y | +11.0% | +27.1% | -16.1% | +5.5% |
| 3Y | +75.5% | +47.9% | +27.6% | +70.3% |
| All | +75.5% | +39.0% | +36.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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