-1.6%
SW vs SPY
+67.0%
-68.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +2.0% |
| 7D | +4.7% | -4.7% | +9.4% | +8.7% |
| 30D | +5.0% | -5.9% | +10.9% | +10.1% |
| 3M | -7.3% | -4.5% | -2.8% | -3.9% |
| 6M | +15.0% | +1.8% | +13.2% | +13.7% |
| YTD | +18.5% | +8.3% | +10.2% | +11.8% |
| 1Y | +27.1% | +9.3% | +17.8% | +19.2% |
| 3Y | +49.3% | +74.9% | -25.5% | +5.9% |
| 5Y | -1.6% | +67.3% | -68.9% | -30.5% |
| All | -1.6% | +67.0% | -68.6% | -30.5% |
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