+62.8%
SEA vs SPY
+79.4%
-16.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | +1.8% | +0.5% | +1.2% | +1.4% |
| 30D | +8.5% | -0.9% | +9.5% | +9.3% |
| 3M | +14.7% | +3.9% | +10.8% | +11.3% |
| 6M | +18.5% | +14.5% | +4.0% | +6.8% |
| YTD | +39.6% | +12.9% | +26.7% | +27.1% |
| 1Y | +42.0% | +19.4% | +22.6% | +24.0% |
| 3Y | +85.5% | +78.5% | +7.0% | +16.3% |
| All | +62.8% | +79.4% | -16.6% | -0.6% |
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