+33.1%
SEB vs SPY
+322.5%
-289.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -0.6% | -0.8% | +0.1% | -0.4% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | -17.7% | +3.9% | -21.6% | -18.8% |
| 6M | -13.1% | +13.6% | -26.7% | -16.8% |
| YTD | -3.2% | +12.7% | -15.9% | -7.1% |
| 1Y | +9.1% | +17.5% | -8.4% | +3.2% |
| 3Y | +23.8% | +76.9% | -53.1% | +1.8% |
| 5Y | +9.0% | +83.6% | -74.6% | -12.4% |
| All | +33.1% | +322.5% | -289.4% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling