-23.1%
SEG vs SPY
+43.5%
-66.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | +0.3% | +0.5% | -0.2% | -0.2% |
| 30D | -7.5% | -0.9% | -6.5% | -6.7% |
| 3M | +9.9% | +3.9% | +6.0% | +5.8% |
| 6M | +20.8% | +14.5% | +6.3% | +5.4% |
| YTD | +32.2% | +12.9% | +19.3% | +17.2% |
| 1Y | +8.4% | +19.4% | -10.9% | -8.7% |
| All | -23.1% | +43.5% | -66.7% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling