-72.4%
SEF vs SPY
+312.5%
-384.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | -0.1% |
| 7D | +1.1% | -0.4% | +1.4% | +0.7% |
| 30D | +1.7% | -1.4% | +3.1% | +0.4% |
| 3M | -7.4% | +3.7% | -11.1% | -3.9% |
| 6M | -10.6% | +13.0% | -23.6% | +1.4% |
| YTD | -2.0% | +12.4% | -14.4% | +10.8% |
| 1Y | -3.8% | +18.5% | -22.3% | +15.1% |
| 3Y | -33.1% | +77.6% | -110.7% | +26.3% |
| 5Y | -30.1% | +81.7% | -111.8% | +45.0% |
| 10Y | -72.4% | +319.7% | -392.1% | +73.3% |
| All | -72.4% | +312.5% | -384.9% | +73.3% |
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