-16.6%
SWBI vs SPY
+312.9%
-329.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +9.8% | -2.7% | +12.5% | +11.3% |
| 30D | -0.3% | -5.4% | +5.1% | +2.6% |
| 3M | +0.5% | -4.1% | +4.5% | +2.6% |
| 6M | -1.1% | +0.7% | -1.8% | -1.4% |
| YTD | +50.8% | +8.7% | +42.1% | +44.6% |
| 1Y | +73.0% | +10.9% | +62.1% | +64.2% |
| 3Y | +15.2% | +75.0% | -59.8% | -12.9% |
| 5Y | -20.0% | +67.8% | -87.8% | -39.5% |
| All | -16.6% | +312.9% | -329.4% | -22.4% |
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