+41.7%
SEA vs SPY
+12.3%
+29.3%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.6% |
| 7D | -5.7% | +0.1% | -5.7% | -5.6% |
| 30D | -6.8% | -3.3% | -3.5% | -5.0% |
| 3M | +8.6% | -2.4% | +11.0% | +10.0% |
| 6M | +12.1% | +2.6% | +9.5% | +9.9% |
| YTD | +39.7% | +11.2% | +28.5% | +28.7% |
| All | +41.7% | +12.3% | +29.3% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling