+51.6%
SW vs SPY
+82.6%
-31.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +2.2% |
| 7D | +12.1% | -0.7% | +12.8% | +12.9% |
| 30D | +6.6% | -1.0% | +7.6% | +7.7% |
| 3M | -6.0% | -0.3% | -5.7% | -5.7% |
| 6M | +21.5% | +7.3% | +14.1% | +12.7% |
| YTD | +20.3% | +13.3% | +7.0% | +5.3% |
| 1Y | +28.1% | +14.8% | +13.4% | +10.7% |
| All | +51.6% | +82.6% | -31.0% | -0.3% |
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 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