+76.6%
SEIQ vs SPY
+110.0%
-33.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | +4.4% | +2.0% | +2.4% | +2.7% |
| 6M | +8.3% | +13.0% | -4.7% | -2.0% |
| YTD | +8.1% | +13.5% | -5.4% | -2.7% |
| 1Y | +10.6% | +20.0% | -9.3% | -4.9% |
| 3Y | +48.8% | +77.2% | -28.4% | -9.0% |
| All | +76.6% | +110.0% | -33.4% | -6.8% |
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