+60.9%
SWAN vs SPY
+211.1%
-150.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -0.3% | +2.6% | -2.9% | -1.3% |
| 30D | -1.4% | -2.0% | +0.6% | -0.6% |
| 3M | -5.6% | -2.8% | -2.8% | -4.6% |
| 6M | -3.8% | +2.1% | -6.0% | -4.6% |
| YTD | +0.4% | +11.5% | -11.1% | -3.6% |
| 1Y | +1.1% | +13.5% | -12.4% | -3.6% |
| 3Y | +43.3% | +77.7% | -34.4% | +16.7% |
| 5Y | +5.3% | +72.6% | -67.3% | -14.4% |
| All | +60.9% | +211.1% | -150.2% | +16.5% |
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