+105.6%
SEIM vs SPY
+97.4%
+8.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -1.7% | -0.6% | -1.2% | -1.1% |
| 30D | -9.9% | -3.7% | -6.2% | -6.1% |
| 3M | -9.1% | -2.7% | -6.3% | -6.2% |
| 6M | -4.7% | +2.2% | -6.9% | -6.5% |
| YTD | +8.3% | +10.8% | -2.5% | -2.1% |
| 1Y | +8.3% | +11.2% | -2.9% | -2.4% |
| 3Y | +94.3% | +76.5% | +17.8% | +12.0% |
| All | +105.6% | +97.4% | +8.2% | +3.3% |
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