-1.3%
SEER vs SPY
+78.1%
-79.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -3.7% | +2.6% | -6.3% | -5.6% |
| 30D | -24.5% | -2.0% | -22.5% | -23.2% |
| 3M | -25.2% | -2.8% | -22.5% | -23.5% |
| 6M | -11.3% | +2.1% | -13.4% | -12.4% |
| YTD | -14.2% | +11.5% | -25.7% | -20.4% |
| 1Y | -23.0% | +13.5% | -36.5% | -29.5% |
| 3Y | -1.3% | +77.7% | -79.0% | -63.3% |
| All | -1.3% | +78.1% | -79.3% | -63.3% |
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 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