+63.5%
SEA vs SPY
+72.7%
-9.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.8% |
| 7D | -8.2% | -2.7% | -5.5% | -6.4% |
| 30D | -3.5% | -5.4% | +1.9% | +0.4% |
| 3M | +9.7% | -4.1% | +13.8% | +13.0% |
| 6M | +13.2% | +0.7% | +12.5% | +12.1% |
| YTD | +40.2% | +8.7% | +31.5% | +31.1% |
| 1Y | +44.6% | +10.9% | +33.7% | +33.1% |
| 3Y | +89.2% | +75.0% | +14.2% | +19.9% |
| All | +63.5% | +72.7% | -9.2% | +2.4% |
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