-30.3%
SEF vs SPY
+81.8%
-112.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +0.9% |
| 7D | -0.2% | +0.5% | -0.8% | +0.3% |
| 30D | +0.8% | -0.9% | +1.8% | +0.1% |
| 3M | -8.5% | +3.9% | -12.4% | -5.3% |
| 6M | -10.5% | +14.5% | -25.0% | +1.2% |
| YTD | -2.4% | +12.9% | -15.4% | +9.2% |
| 1Y | -4.5% | +19.4% | -23.9% | +12.5% |
| 3Y | -33.4% | +78.5% | -111.8% | +17.6% |
| 5Y | -30.3% | +81.8% | -112.1% | +34.9% |
| All | -30.3% | +81.8% | -112.1% | +34.9% |
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