-56.3%
SWAG vs SPY
+75.0%
-131.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.3% | +0.1% | -11.3% | -11.3% |
| 3M | -18.0% | +2.0% | -20.0% | -19.0% |
| 6M | +1.2% | +13.0% | -11.8% | -6.1% |
| YTD | +4.2% | +13.5% | -9.3% | -3.4% |
| 1Y | -3.9% | +20.0% | -23.9% | -12.8% |
| 3Y | +53.1% | +77.2% | -24.1% | +11.4% |
| All | -56.3% | +75.0% | -131.3% | -65.3% |
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