-67.7%
SWAG vs SPY
+70.8%
-138.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | -7.9% | -3.7% | -4.2% | -5.8% |
| 3M | -37.3% | -2.7% | -34.5% | -36.2% |
| 6M | -19.0% | +2.2% | -21.2% | -20.1% |
| YTD | -22.9% | +10.8% | -33.7% | -27.5% |
| 1Y | -58.2% | +11.2% | -69.4% | -60.6% |
| 3Y | +3.2% | +76.5% | -73.3% | -24.6% |
| 5Y | -73.0% | +72.9% | -145.9% | -78.7% |
| All | -67.7% | +70.8% | -138.5% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling