-98.2%
SEAT vs SPY
+79.2%
-177.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.5% |
| 7D | -20.4% | -2.0% | -18.5% | -18.2% |
| 30D | -37.3% | -1.7% | -35.6% | -35.9% |
| 3M | -46.5% | +4.7% | -51.3% | -49.8% |
| 6M | -26.5% | +12.5% | -39.0% | -36.7% |
| YTD | -34.7% | +11.7% | -46.4% | -43.1% |
| 1Y | -68.4% | +17.5% | -85.9% | -74.1% |
| 3Y | -96.6% | +76.6% | -173.2% | -98.3% |
| All | -98.2% | +79.2% | -177.4% | -99.1% |
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