-98.0%
SEAT vs SPY
+81.1%
-179.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -0.5% | -13.5% | -13.4% |
| 7D | -14.1% | +0.5% | -14.6% | -14.6% |
| 30D | -31.7% | -0.9% | -30.8% | -30.9% |
| 3M | -37.7% | +3.9% | -41.6% | -41.0% |
| 6M | -27.8% | +14.5% | -42.3% | -39.3% |
| YTD | -28.0% | +12.9% | -40.9% | -38.2% |
| 1Y | -67.9% | +19.4% | -87.3% | -74.2% |
| 3Y | -96.2% | +78.5% | -174.7% | -98.2% |
| All | -98.0% | +81.1% | -179.1% | -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 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