-98.6%
SEED vs SPY
+923.4%
-1,022.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -7.0% | +3.3% | -10.3% | -10.2% |
| 30D | -9.6% | -2.7% | -6.9% | -7.9% |
| 3M | -37.7% | -1.7% | -36.0% | -37.2% |
| 6M | -41.1% | +3.1% | -44.2% | -43.5% |
| YTD | -40.5% | +11.9% | -52.4% | -47.8% |
| 1Y | -53.2% | +12.0% | -65.2% | -58.8% |
| 3Y | -73.1% | +78.2% | -151.2% | -85.5% |
| 5Y | -93.2% | +73.2% | -166.5% | -96.2% |
| 10Y | -97.4% | +309.6% | -407.1% | -99.4% |
| All | -98.6% | +923.4% | -1,022.0% | -99.9% |
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