-30.7%
SECZ vs SPY
+0.6%
-31.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.4% | -0.4% | +22.7% | +23.5% |
| 7D | +9.4% | -0.6% | +9.9% | +10.1% |
| 30D | -38.3% | -3.7% | -34.6% | -28.4% |
| 3M | +23.3% | -2.7% | +26.0% | +34.3% |
| All | -30.7% | +0.6% | -31.2% | -36.5% |
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 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 · Available span rolling