-96.6%
SEAT vs SPY
+75.5%
-172.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -49.9% |
| 6M | -26.5% | +12.5% | -39.0% | -36.8% |
| YTD | -34.7% | +11.7% | -46.4% | -43.1% |
| 1Y | -68.4% | +17.5% | -85.9% | -74.1% |
| All | -96.6% | +75.5% | -172.1% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling