+75.7%
SWX vs SPY
+315.0%
-239.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | -0.3% |
| 7D | -1.4% | +0.1% | -1.4% | -1.5% |
| 30D | +9.9% | -3.3% | +13.2% | +12.2% |
| 3M | +1.1% | -2.4% | +3.5% | +2.5% |
| 6M | +4.3% | +2.6% | +1.7% | +1.9% |
| YTD | +18.0% | +11.2% | +6.8% | +8.8% |
| 1Y | +19.2% | +13.4% | +5.8% | +8.3% |
| 3Y | +75.5% | +79.9% | -4.4% | +12.4% |
| 5Y | +61.5% | +72.2% | -10.7% | +5.1% |
| 10Y | +75.7% | +307.3% | -231.6% | -47.4% |
| All | +75.7% | +315.0% | -239.3% | -47.4% |
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