-99.5%
SEAT vs SPY
+78.8%
-178.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.6% |
| 7D | -33.5% | +2.6% | -36.1% | -36.3% |
| 30D | -51.6% | -2.0% | -49.6% | -51.1% |
| 3M | -80.6% | -2.8% | -77.8% | -80.3% |
| 6M | -85.0% | +2.1% | -87.2% | -85.8% |
| YTD | -80.7% | +11.5% | -92.2% | -83.5% |
| 1Y | -84.3% | +13.5% | -97.8% | -86.9% |
| 3Y | -99.1% | +77.7% | -176.8% | -99.6% |
| 5Y | -99.5% | +72.6% | -172.1% | -99.7% |
| All | -99.5% | +78.8% | -178.3% | -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 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