-41.1%
SEED vs SPY
+3.3%
-44.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.6% |
| 7D | -7.0% | +3.3% | -10.3% | -6.6% |
| 30D | -9.6% | -2.7% | -6.9% | -8.7% |
| 3M | -37.7% | -1.7% | -36.0% | -37.5% |
| 6M | -41.1% | +3.1% | -44.2% | -42.3% |
| All | -41.1% | +3.3% | -44.3% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling