-4.1%
SEF vs SPY
+20.8%
-25.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +0.4% | +0.1% | +0.3% | +0.4% |
| 3M | -9.3% | +2.0% | -11.3% | -8.3% |
| 6M | -9.9% | +13.0% | -22.9% | -1.0% |
| YTD | -3.7% | +13.5% | -17.3% | +6.2% |
| 1Y | -4.1% | +20.0% | -24.1% | +11.3% |
| All | -4.1% | +20.8% | -25.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling