-99.7%
SEGG vs SPY
+81.9%
-181.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.3% | +10.3% | +10.7% |
| 7D | -26.3% | -0.9% | -25.4% | -26.0% |
| 30D | -30.0% | -2.4% | -27.7% | -29.2% |
| 3M | -53.3% | -1.2% | -52.1% | -53.2% |
| 6M | -88.5% | +3.3% | -91.8% | -89.0% |
| YTD | -77.5% | +12.3% | -89.8% | -80.1% |
| 1Y | -94.2% | +12.4% | -106.6% | -94.8% |
| 3Y | -99.0% | +78.8% | -177.8% | -99.4% |
| All | -99.7% | +81.9% | -181.6% | -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