-70.2%
SWAG vs SPY
+71.9%
-142.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.6% |
| 7D | -7.8% | +2.6% | -10.4% | -9.3% |
| 30D | -11.9% | -2.0% | -10.0% | -10.9% |
| 3M | -39.5% | -2.8% | -36.7% | -38.5% |
| 6M | -32.2% | +2.1% | -34.3% | -33.1% |
| YTD | -28.9% | +11.5% | -40.4% | -33.4% |
| 1Y | -57.1% | +13.5% | -70.6% | -60.1% |
| 3Y | -2.5% | +77.7% | -80.2% | -29.1% |
| 5Y | -79.5% | +72.6% | -152.1% | -83.5% |
| All | -70.2% | +71.9% | -142.1% | -76.1% |
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