+14.0%
SWBI vs SPY
+304.1%
-290.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +18.5% | -0.6% | +19.0% | +18.8% |
| 30D | +11.6% | -3.7% | +15.3% | +13.8% |
| 3M | +10.9% | -2.7% | +13.6% | +12.5% |
| 6M | +9.3% | +2.2% | +7.1% | +8.3% |
| YTD | +62.5% | +10.8% | +51.7% | +54.3% |
| 1Y | +88.7% | +11.2% | +77.4% | +78.7% |
| 3Y | +28.4% | +76.5% | -48.1% | -3.7% |
| 5Y | -13.2% | +72.9% | -86.1% | -35.3% |
| 10Y | +14.0% | +304.8% | -290.8% | -24.4% |
| All | +14.0% | +304.1% | -290.1% | -24.4% |
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