-95.4%
SEED vs SPY
+318.9%
-414.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.5% |
| 7D | +4.0% | -2.0% | +5.9% | +5.7% |
| 30D | +1.9% | -1.7% | +3.6% | +3.3% |
| 3M | +5.0% | +4.7% | +0.3% | +0.8% |
| 6M | -8.7% | +12.5% | -21.2% | -17.9% |
| YTD | -5.4% | +11.7% | -17.1% | -14.4% |
| 1Y | -0.9% | +17.5% | -18.4% | -13.5% |
| 3Y | -72.8% | +76.6% | -149.4% | -83.5% |
| 5Y | -87.6% | +82.0% | -169.6% | -92.6% |
| All | -95.4% | +318.9% | -414.3% | -98.5% |
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 · 6 months rolling