+78.3%
SPYM vs SW
+19.6%
+58.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +0.1% | -5.1% | +5.2% | +0.9% |
| 30D | +0.1% | -4.6% | +4.7% | +0.7% |
| 3M | +2.0% | +9.4% | -7.4% | +0.3% |
| 6M | +13.1% | +3.5% | +9.5% | +11.7% |
| YTD | +13.6% | +22.0% | -8.4% | +9.2% |
| 1Y | +20.1% | +2.2% | +17.9% | +18.2% |
| All | +78.3% | +19.6% | +58.7% | +69.9% |
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