+193.4%
SECT vs SPY
+242.5%
-49.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.6% | -0.7% |
| 7D | -6.5% | -4.7% | -1.8% | -1.9% |
| 30D | -7.7% | -5.9% | -1.8% | -2.0% |
| 3M | -6.8% | -4.5% | -2.3% | -2.4% |
| 6M | +0.5% | +1.8% | -1.3% | -1.0% |
| YTD | +5.4% | +8.3% | -2.9% | -2.3% |
| 1Y | +6.7% | +9.3% | -2.7% | -2.0% |
| 3Y | +61.2% | +74.9% | -13.6% | -5.3% |
| 5Y | +57.2% | +67.3% | -10.0% | -3.9% |
| All | +193.4% | +242.5% | -49.1% | -12.5% |
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