-99.5%
SEAT vs SPY
+74.0%
-173.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.4% | -11.6% | -11.5% |
| 7D | -54.4% | +3.3% | -57.7% | -56.7% |
| 30D | -55.2% | -2.7% | -52.5% | -54.3% |
| 3M | -82.8% | -1.7% | -81.0% | -82.7% |
| 6M | -85.6% | +3.1% | -88.7% | -86.5% |
| YTD | -82.7% | +11.9% | -94.6% | -85.2% |
| 1Y | -86.8% | +12.0% | -98.8% | -88.8% |
| 3Y | -99.2% | +78.2% | -177.3% | -99.6% |
| 5Y | -99.5% | +73.2% | -172.8% | -99.8% |
| All | -99.5% | +74.0% | -173.6% | -99.8% |
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