+106.6%
SEIM vs SPY
+98.6%
+8.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +3.3% | +2.6% | +0.8% | +0.6% |
| 30D | -6.2% | -2.0% | -4.2% | -4.0% |
| 3M | -10.0% | -2.8% | -7.2% | -7.1% |
| 6M | -4.8% | +2.1% | -7.0% | -6.6% |
| YTD | +8.9% | +11.5% | -2.6% | -2.2% |
| 1Y | +11.7% | +13.5% | -1.8% | -1.4% |
| 3Y | +94.6% | +77.7% | +16.9% | +11.4% |
| All | +106.6% | +98.6% | +8.1% | +3.2% |
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