+589.4%
SE vs SPY
+243.5%
+345.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -2.5% | +0.1% | -2.5% | -2.6% |
| 3M | +21.7% | +2.0% | +19.7% | +18.1% |
| 6M | +27.0% | +13.0% | +14.0% | +5.9% |
| YTD | -12.1% | +13.5% | -25.7% | -27.2% |
| 1Y | -40.9% | +20.0% | -60.9% | -54.8% |
| 3Y | +191.0% | +77.2% | +113.8% | +24.5% |
| 5Y | -68.3% | +81.9% | -150.2% | -85.7% |
| All | +589.4% | +243.5% | +345.9% | +50.5% |
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