-71.3%
SEED vs SPY
+78.1%
-149.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -4.3% | +2.6% | -6.9% | -5.8% |
| 30D | -17.5% | -2.0% | -15.5% | -16.8% |
| 3M | -37.1% | -2.8% | -34.4% | -36.3% |
| 6M | -42.6% | +2.1% | -44.7% | -43.8% |
| YTD | -40.5% | +11.5% | -52.0% | -45.2% |
| 1Y | -52.5% | +13.5% | -66.0% | -56.7% |
| 3Y | -71.3% | +77.7% | -149.0% | -58.2% |
| All | -71.3% | +78.1% | -149.4% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling