-99.7%
SEGG vs SPY
+80.6%
-180.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.4% | -8.6% | -8.7% |
| 7D | -10.5% | +2.6% | -13.1% | -12.0% |
| 30D | -34.4% | -2.0% | -32.4% | -34.0% |
| 3M | -57.9% | -2.8% | -55.2% | -57.3% |
| 6M | -89.0% | +2.1% | -91.1% | -89.3% |
| YTD | -80.0% | +11.5% | -91.5% | -82.2% |
| 1Y | -93.4% | +13.5% | -106.9% | -94.2% |
| 3Y | -99.0% | +77.7% | -176.7% | -99.4% |
| All | -99.7% | +80.6% | -180.3% | -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 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