+946.9%
SWZ vs SPY
+3,091.8%
-2,144.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +0.8% | +0.1% | +0.8% | +0.8% |
| 3M | +1.4% | +2.0% | -0.6% | 0.0% |
| 6M | -1.2% | +13.0% | -14.2% | -8.3% |
| YTD | -3.7% | +13.5% | -17.2% | -11.0% |
| 1Y | -2.0% | +20.0% | -21.9% | -12.4% |
| 3Y | +21.5% | +77.2% | -55.7% | -15.7% |
| 5Y | +13.7% | +81.9% | -68.1% | -23.4% |
| 10Y | +99.8% | +314.1% | -214.3% | -21.3% |
| All | +946.9% | +3,091.8% | -2,144.8% | +27.9% |
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 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