-99.7%
SEGG vs SPY
+80.2%
-179.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.6% |
| 7D | -37.8% | +0.1% | -37.9% | -38.4% |
| 30D | -25.0% | -3.3% | -21.7% | -23.7% |
| 3M | -52.6% | -2.4% | -50.2% | -52.0% |
| 6M | -88.0% | +2.6% | -90.6% | -88.5% |
| YTD | -76.5% | +11.2% | -87.8% | -79.1% |
| 1Y | -93.7% | +13.4% | -107.1% | -94.5% |
| 3Y | -99.0% | +79.9% | -178.9% | -99.4% |
| All | -99.7% | +80.2% | -179.8% | -99.9% |
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