-71.1%
SWMR vs SPY
+12.8%
-83.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.3% | +2.4% | +24.0% | +24.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.5% |
| 30D | -29.3% | -3.3% | -26.0% | -29.5% |
| 3M | -75.5% | -2.4% | -73.1% | -75.5% |
| 6M | -66.9% | +2.6% | -69.5% | -64.0% |
| All | -71.1% | +12.8% | -83.9% | -45.3% |
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