-67.1%
SWIM vs SPY
+82.0%
-149.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -2.7% | +0.1% | -2.8% | -2.9% |
| 3M | +30.5% | +2.0% | +28.5% | +25.1% |
| 6M | -1.4% | +13.0% | -14.4% | -21.7% |
| YTD | +11.8% | +13.5% | -1.7% | -11.8% |
| 1Y | -11.3% | +20.0% | -31.2% | -37.1% |
| 3Y | +91.4% | +77.2% | +14.2% | -32.8% |
| All | -67.1% | +82.0% | -149.1% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling