-78.0%
SE vs SPY
+67.4%
-145.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.4% |
| 7D | +2.0% | -2.7% | +4.7% | +7.2% |
| 30D | -20.0% | -5.4% | -14.6% | -11.6% |
| 3M | -31.8% | -4.1% | -27.7% | -26.7% |
| 6M | -15.9% | +0.7% | -16.6% | -17.8% |
| YTD | -40.6% | +8.7% | -49.3% | -49.5% |
| 1Y | -50.7% | +10.9% | -61.6% | -59.5% |
| 3Y | +70.3% | +75.0% | -4.7% | -46.6% |
| All | -78.0% | +67.4% | -145.4% | -91.7% |
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