-99.2%
SEGG vs SPY
+82.9%
-182.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.4% |
| 7D | +11.5% | +0.5% | +11.0% | +10.9% |
| 30D | +18.6% | -0.9% | +19.5% | +19.5% |
| 3M | -74.3% | +3.9% | -78.2% | -75.2% |
| 6M | -52.4% | +14.5% | -67.0% | -57.9% |
| YTD | -41.3% | +12.9% | -54.2% | -47.9% |
| 1Y | -92.6% | +19.4% | -112.0% | -93.6% |
| 3Y | -98.6% | +78.5% | -177.0% | -99.2% |
| All | -99.2% | +82.9% | -182.1% | -99.7% |
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