+67.1%
SWAN vs SPY
+216.8%
-149.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | -1.2% | +2.0% | -3.2% | -2.0% |
| 6M | +3.6% | +13.0% | -9.5% | -1.1% |
| YTD | +4.3% | +13.5% | -9.3% | -0.6% |
| 1Y | +8.1% | +20.0% | -11.9% | +1.0% |
| 3Y | +42.7% | +77.2% | -34.5% | +16.1% |
| 5Y | +10.3% | +81.9% | -71.6% | -11.8% |
| All | +67.1% | +216.8% | -149.7% | +20.2% |
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