-23.6%
SEG vs SPY
+42.9%
-66.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -10.0% | -1.4% | -8.6% | -8.9% |
| 3M | +7.9% | +3.7% | +4.2% | +4.0% |
| 6M | +17.9% | +13.0% | +4.9% | +4.2% |
| YTD | +31.5% | +12.4% | +19.1% | +17.0% |
| 1Y | +8.1% | +18.5% | -10.4% | -8.3% |
| All | -23.6% | +42.9% | -66.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling