+72.0%
SEIQ vs SPY
+106.6%
-34.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -3.7% | -2.0% | -1.7% | -2.2% |
| 30D | -3.3% | -1.7% | -1.7% | -2.0% |
| 3M | +4.9% | +4.7% | +0.2% | +1.0% |
| 6M | +7.2% | +12.5% | -5.3% | -2.7% |
| YTD | +5.3% | +11.7% | -6.5% | -4.0% |
| 1Y | +8.4% | +17.5% | -9.1% | -5.2% |
| 3Y | +47.0% | +76.6% | -29.6% | -9.9% |
| All | +72.0% | +106.6% | -34.6% | -8.1% |
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