-93.7%
SEF vs SPY
+699.4%
-793.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.3% |
| 30D | +0.4% | +0.1% | +0.3% | +0.5% |
| 3M | -9.3% | +2.0% | -11.3% | -7.0% |
| 6M | -9.9% | +13.0% | -22.9% | +5.1% |
| YTD | -3.7% | +13.5% | -17.3% | +13.2% |
| 1Y | -4.1% | +20.0% | -24.1% | +20.8% |
| 3Y | -33.5% | +77.2% | -110.7% | +42.4% |
| 5Y | -30.8% | +81.9% | -112.7% | +65.0% |
| 10Y | -72.4% | +314.1% | -386.5% | +146.0% |
| All | -93.7% | +699.4% | -793.1% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling