-24.0%
SEG vs SPY
+42.0%
-66.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -0.9% | -2.0% | +1.1% | +0.9% |
| 30D | -11.6% | -1.7% | -9.9% | -10.2% |
| 3M | +7.2% | +4.7% | +2.4% | +2.3% |
| 6M | +19.1% | +12.5% | +6.6% | +5.7% |
| YTD | +30.8% | +11.7% | +19.0% | +17.0% |
| 1Y | +5.6% | +17.5% | -11.8% | -9.7% |
| All | -24.0% | +42.0% | -66.0% | -44.9% |
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 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