-39.7%
SEG vs SPY
+42.2%
-81.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.4% |
| 7D | -4.6% | +3.3% | -7.9% | -7.5% |
| 30D | -8.1% | -2.7% | -5.4% | -5.6% |
| 3M | -29.6% | -1.7% | -27.9% | -28.4% |
| 6M | -7.0% | +3.1% | -10.1% | -9.9% |
| YTD | +3.7% | +11.9% | -8.2% | -7.2% |
| 1Y | -11.1% | +12.0% | -23.0% | -20.4% |
| All | -39.7% | +42.2% | -81.9% | -56.3% |
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 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