-96.6%
SEER vs SPY
+123.1%
-219.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.5% |
| 7D | -0.5% | -2.0% | +1.5% | +2.9% |
| 30D | -10.6% | -1.7% | -9.0% | -8.2% |
| 3M | +14.2% | +4.7% | +9.5% | +5.4% |
| 6M | +9.0% | +12.5% | -3.5% | -11.3% |
| YTD | +5.5% | +11.7% | -6.3% | -13.3% |
| 1Y | -6.8% | +17.5% | -24.2% | -30.1% |
| 3Y | -25.2% | +76.6% | -101.8% | -78.1% |
| 5Y | -95.6% | +82.0% | -177.6% | -98.6% |
| All | -96.6% | +123.1% | -219.7% | -99.3% |
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 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