-71.2%
SWIM vs SPY
+91.6%
-162.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.4% |
| 7D | +7.4% | -2.7% | +10.1% | +12.8% |
| 30D | +23.2% | -5.4% | +28.6% | +35.9% |
| 3M | +8.7% | -4.1% | +12.8% | +17.0% |
| 6M | +35.1% | +0.7% | +34.4% | +32.1% |
| YTD | +23.6% | +8.7% | +15.0% | +5.8% |
| 1Y | +18.9% | +10.9% | +8.1% | -2.1% |
| 3Y | +221.7% | +75.0% | +146.7% | +17.2% |
| 5Y | -51.1% | +67.8% | -118.9% | -80.3% |
| All | -71.2% | +91.6% | -162.8% | -89.7% |
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