-98.1%
SEAT vs SPY
+80.2%
-178.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.6% |
| 7D | -19.6% | -0.4% | -19.2% | -19.2% |
| 30D | -33.1% | -1.4% | -31.7% | -31.9% |
| 3M | -40.1% | +3.7% | -43.8% | -43.1% |
| 6M | -31.3% | +13.0% | -44.3% | -41.2% |
| YTD | -31.8% | +12.4% | -44.2% | -41.0% |
| 1Y | -68.8% | +18.5% | -87.3% | -74.7% |
| 3Y | -96.4% | +77.6% | -174.1% | -98.3% |
| All | -98.1% | +80.2% | -178.4% | -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 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