+7.9%
SEB vs SPY
+81.0%
-73.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +1.3% | -0.4% | +1.6% | +1.3% |
| 30D | +1.9% | -1.4% | +3.3% | +2.2% |
| 3M | -14.4% | +3.7% | -18.2% | -15.2% |
| 6M | -11.1% | +13.0% | -24.1% | -13.8% |
| YTD | -2.7% | +12.4% | -15.1% | -5.6% |
| 1Y | +10.9% | +18.5% | -7.7% | +6.2% |
| 3Y | +22.6% | +77.6% | -55.0% | +7.3% |
| 5Y | +7.9% | +81.7% | -73.8% | -7.4% |
| All | +7.9% | +81.0% | -73.1% | -7.4% |
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