-0.1%
SW vs SPY
+76.2%
-76.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +2.7% |
| 7D | +12.1% | -0.7% | +12.8% | +12.7% |
| 30D | +6.6% | -1.0% | +7.6% | +7.4% |
| 3M | -6.0% | -0.3% | -5.7% | -5.8% |
| 6M | +21.5% | +7.3% | +14.1% | +15.3% |
| YTD | +20.3% | +13.3% | +7.0% | +9.6% |
| 1Y | +28.1% | +14.8% | +13.4% | +15.7% |
| 3Y | +51.6% | +82.9% | -31.3% | +3.8% |
| 5Y | -0.1% | +75.6% | -75.7% | -31.9% |
| All | -0.1% | +76.2% | -76.3% | -31.9% |
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