+13.4%
SWZ vs SPY
+76.2%
-62.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | +2.3% | -1.0% | +3.3% | +2.7% |
| 3M | -0.5% | -0.3% | -0.2% | -0.4% |
| 6M | -2.2% | +7.3% | -9.5% | -5.1% |
| YTD | -5.3% | +13.3% | -18.6% | -10.3% |
| 1Y | -1.2% | +14.8% | -16.0% | -6.9% |
| 3Y | +27.9% | +82.9% | -55.1% | -4.3% |
| 5Y | +13.4% | +75.6% | -62.2% | -14.8% |
| All | +13.4% | +76.2% | -62.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling