+755.0%
SW vs SPY
+685.0%
+70.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | +0.1% | -4.6% | -4.6% |
| 3M | +9.4% | +2.0% | +7.4% | +8.9% |
| 6M | +3.5% | +13.0% | -9.5% | +0.2% |
| YTD | +22.0% | +13.5% | +8.5% | +18.0% |
| 1Y | +2.2% | +20.0% | -17.8% | -2.6% |
| 3Y | +19.6% | +77.2% | -57.6% | +4.6% |
| 5Y | -2.3% | +81.9% | -84.2% | -15.5% |
| 10Y | +181.4% | +314.1% | -132.7% | +118.6% |
| All | +755.0% | +685.0% | +70.0% | +616.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling