-75.1%
SWMR vs SPY
+14.9%
-90.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.7% | -17.8% | -15.9% |
| 7D | -16.6% | -0.7% | -15.9% | -16.3% |
| 30D | -50.7% | -1.0% | -49.7% | -50.6% |
| 3M | -79.5% | -0.3% | -79.2% | -79.5% |
| 6M | -77.0% | +7.3% | -84.3% | -71.0% |
| All | -75.1% | +14.9% | -90.0% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling