-99.7%
SEGG vs SPY
+76.0%
-175.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -31.3% | +0.3% | -31.6% | -31.5% |
| 7D | -14.3% | -2.7% | -11.6% | -13.5% |
| 30D | -52.2% | -5.4% | -46.8% | -50.6% |
| 3M | -56.0% | -4.1% | -51.9% | -55.0% |
| 6M | -88.1% | +0.7% | -88.8% | -88.4% |
| YTD | -77.7% | +8.7% | -86.4% | -79.8% |
| 1Y | -94.1% | +10.9% | -104.9% | -94.7% |
| 3Y | -99.1% | +75.0% | -174.1% | -99.4% |
| All | -99.7% | +76.0% | -175.7% | -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 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