-70.9%
SWIM vs SPY
+91.0%
-162.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | +4.8% |
| 7D | +9.1% | -4.7% | +13.8% | +18.9% |
| 30D | +23.9% | -5.9% | +29.9% | +38.1% |
| 3M | +8.5% | -4.5% | +13.0% | +17.8% |
| 6M | +35.2% | +1.8% | +33.4% | +29.5% |
| YTD | +24.7% | +8.3% | +16.4% | +7.4% |
| 1Y | +14.0% | +9.3% | +4.6% | -3.6% |
| 3Y | +216.8% | +74.9% | +141.9% | +15.5% |
| 5Y | -50.7% | +67.3% | -117.9% | -80.0% |
| All | -70.9% | +91.0% | -162.0% | -89.5% |
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