-93.7%
SEF vs SPY
+680.3%
-774.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.9% |
| 7D | -2.0% | -0.6% | -1.4% | -2.5% |
| 30D | -5.9% | -3.7% | -2.3% | -9.9% |
| 3M | 0.0% | -2.7% | +2.7% | -3.0% |
| 6M | -10.7% | +2.2% | -12.9% | -7.9% |
| YTD | -3.7% | +10.8% | -14.6% | +10.2% |
| 1Y | -6.7% | +11.2% | -17.9% | +7.5% |
| 3Y | -35.5% | +76.5% | -111.9% | +37.6% |
| 5Y | -27.7% | +72.9% | -100.6% | +61.8% |
| 10Y | -71.3% | +304.8% | -376.2% | +148.4% |
| All | -93.7% | +680.3% | -774.0% | +144.7% |
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