-33.0%
SEF vs SPY
+76.5%
-109.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | 0.0% |
| 7D | +1.1% | -0.4% | +1.4% | +0.8% |
| 30D | +1.7% | -1.4% | +3.1% | +0.7% |
| 3M | -7.4% | +3.7% | -11.1% | -4.6% |
| 6M | -10.6% | +13.0% | -23.6% | -1.0% |
| YTD | -2.0% | +12.4% | -14.4% | +8.3% |
| 1Y | -3.8% | +18.5% | -22.3% | +11.4% |
| All | -33.0% | +76.5% | -109.5% | +12.2% |
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