+91.8%
SWZ vs SPY
+311.6%
-219.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +0.5% |
| 7D | -0.7% | -4.7% | +4.0% | +1.7% |
| 30D | -0.2% | -5.9% | +5.7% | +2.9% |
| 3M | -2.5% | -4.5% | +2.0% | -0.3% |
| 6M | -4.5% | +1.8% | -6.2% | -5.6% |
| YTD | -6.9% | +8.3% | -15.2% | -11.0% |
| 1Y | -3.2% | +9.3% | -12.5% | -7.9% |
| 3Y | +25.7% | +74.9% | -49.2% | -8.6% |
| 5Y | +11.6% | +67.3% | -55.7% | -17.7% |
| All | +91.8% | +311.6% | -219.7% | -12.9% |
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