-71.5%
SWMR vs SPY
+13.1%
-84.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +24.5% | +2.6% | +21.9% | +22.8% |
| 30D | -10.3% | -2.0% | -8.3% | -10.2% |
| 3M | -79.4% | -2.8% | -76.7% | -79.6% |
| 6M | -70.8% | +2.1% | -73.0% | -69.4% |
| All | -71.5% | +13.1% | -84.6% | -46.2% |
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