+1,860.5%
SWX vs SPY
+3,091.8%
-1,231.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -2.2% | +0.1% | -2.2% | -2.3% |
| 3M | +1.7% | +2.0% | -0.3% | 0.0% |
| 6M | -0.3% | +13.0% | -13.3% | -8.8% |
| YTD | +12.4% | +13.5% | -1.1% | +2.4% |
| 1Y | +14.7% | +20.0% | -5.3% | +0.3% |
| 3Y | +56.6% | +77.2% | -20.6% | +3.3% |
| 5Y | +46.0% | +81.9% | -35.8% | -7.3% |
| 10Y | +70.0% | +314.1% | -244.0% | -39.2% |
| All | +1,860.5% | +3,091.8% | -1,231.2% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling