-99.2%
SEGG vs SPY
+83.9%
-183.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | +3.0% | +0.1% | +3.0% | +3.0% |
| 3M | -77.8% | +2.0% | -79.8% | -78.2% |
| 6M | -58.1% | +13.0% | -71.1% | -62.4% |
| YTD | -46.6% | +13.5% | -60.1% | -52.8% |
| 1Y | -93.7% | +20.0% | -113.6% | -94.6% |
| 3Y | -98.8% | +77.2% | -176.0% | -99.4% |
| All | -99.2% | +83.9% | -183.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling