+66.7%
SEA vs SPY
+77.1%
-10.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +2.0% | +2.6% | -0.6% | +0.1% |
| 30D | -4.6% | -2.0% | -2.6% | -3.3% |
| 3M | +8.4% | -2.8% | +11.1% | +10.4% |
| 6M | +16.8% | +2.1% | +14.7% | +14.6% |
| YTD | +42.9% | +11.5% | +31.4% | +31.1% |
| 1Y | +44.8% | +13.5% | +31.3% | +31.1% |
| 3Y | +92.5% | +77.7% | +14.8% | +20.8% |
| All | +66.7% | +77.1% | -10.5% | +2.5% |
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 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