-94.8%
SEER vs SPY
+72.1%
-166.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | -3.7% | +2.6% | -6.3% | -7.7% |
| 30D | -24.5% | -2.0% | -22.5% | -22.0% |
| 3M | -25.2% | -2.8% | -22.5% | -21.8% |
| 6M | -11.3% | +2.1% | -13.4% | -14.6% |
| YTD | -14.2% | +11.5% | -25.7% | -29.0% |
| 1Y | -23.0% | +13.5% | -36.5% | -38.4% |
| 3Y | -1.3% | +77.7% | -79.0% | -71.6% |
| All | -94.8% | +72.1% | -166.9% | -98.1% |
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