+1,955.6%
SWX vs SPY
+3,085.7%
-1,130.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -2.0% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +11.5% | -1.0% | +12.6% | +12.2% |
| 3M | +4.4% | -0.3% | +4.7% | +4.4% |
| 6M | +0.6% | +7.3% | -6.7% | -4.7% |
| YTD | +17.9% | +13.3% | +4.5% | +7.3% |
| 1Y | +15.4% | +14.8% | +0.6% | +4.0% |
| 3Y | +65.9% | +82.9% | -17.0% | +7.0% |
| 5Y | +54.9% | +75.6% | -20.7% | +0.6% |
| 10Y | +79.2% | +330.5% | -251.4% | -37.8% |
| All | +1,955.6% | +3,085.7% | -1,130.1% | +156.6% |
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