+21.8%
SWP vs SPY
+31.7%
-9.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -2.4% | -2.7% | +0.3% | -0.3% |
| 30D | -2.4% | -5.4% | +3.0% | +1.9% |
| 3M | -6.1% | -4.1% | -2.1% | -3.1% |
| 6M | -2.8% | +0.7% | -3.5% | -3.5% |
| YTD | +2.9% | +8.7% | -5.7% | -3.7% |
| 1Y | +4.9% | +10.9% | -6.0% | -3.3% |
| All | +21.8% | +31.7% | -9.9% | -0.3% |
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 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