+66.8%
SEEM vs SPY
+35.1%
+31.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | +4.4% | -1.4% | +5.8% | +5.6% |
| 3M | +4.7% | +3.7% | +1.0% | +1.6% |
| 6M | +20.4% | +13.0% | +7.4% | +9.8% |
| YTD | +29.7% | +12.4% | +17.3% | +18.7% |
| 1Y | +40.7% | +18.5% | +22.1% | +24.5% |
| All | +66.8% | +35.1% | +31.7% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling