+71.1%
SWX vs SPY
+311.6%
-240.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +0.9% |
| 7D | -2.8% | -4.7% | +1.9% | +0.2% |
| 30D | +8.6% | -5.9% | +14.5% | +12.8% |
| 3M | +0.5% | -4.5% | +5.0% | +3.3% |
| 6M | -2.0% | +1.8% | -3.8% | -3.9% |
| YTD | +15.5% | +8.3% | +7.2% | +8.3% |
| 1Y | +17.9% | +9.3% | +8.6% | +9.7% |
| 3Y | +62.6% | +74.9% | -12.2% | +6.1% |
| 5Y | +51.0% | +67.3% | -16.2% | +0.3% |
| All | +71.1% | +311.6% | -240.5% | -45.7% |
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 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