+2,125.9%
SEB vs SPY
+3,015.5%
-889.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +10.4% | -0.6% | +11.0% | +10.8% |
| 30D | -5.3% | -3.7% | -1.6% | -3.3% |
| 3M | -11.1% | -2.7% | -8.4% | -9.9% |
| 6M | -17.0% | +2.2% | -19.2% | -18.5% |
| YTD | -15.2% | +10.8% | -26.0% | -20.9% |
| 1Y | -1.0% | +11.2% | -12.2% | -7.9% |
| 3Y | +8.2% | +76.5% | -68.3% | -25.1% |
| 5Y | -4.7% | +72.9% | -77.7% | -35.0% |
| 10Y | +6.3% | +304.8% | -298.5% | -61.1% |
| All | +2,125.9% | +3,015.5% | -889.6% | +301.6% |
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