-68.7%
SWAG vs SPY
+73.1%
-141.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.9% |
| 7D | -5.3% | -0.9% | -4.4% | -4.9% |
| 30D | -9.5% | -2.4% | -7.1% | -8.2% |
| 3M | -39.2% | -1.2% | -38.1% | -38.8% |
| 6M | -26.6% | +3.3% | -29.9% | -28.2% |
| YTD | -25.3% | +12.3% | -37.6% | -30.3% |
| 1Y | -62.9% | +12.4% | -75.3% | -65.3% |
| 3Y | 0.0% | +78.8% | -78.8% | -27.6% |
| 5Y | -74.5% | +75.2% | -149.7% | -80.0% |
| All | -68.7% | +73.1% | -141.8% | -74.9% |
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 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