-77.9%
SWMR vs SPY
+9.9%
-87.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -4.4% | -7.1% | -10.4% |
| 7D | -34.6% | -4.7% | -29.9% | -33.5% |
| 30D | -54.0% | -5.9% | -48.1% | -53.5% |
| 3M | -81.0% | -4.5% | -76.4% | -80.7% |
| 6M | -77.2% | +1.8% | -79.0% | -72.2% |
| All | -77.9% | +9.9% | -87.8% | -57.7% |
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 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