+104.1%
SEIV vs SPY
+78.1%
+26.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +2.3% | +2.6% | -0.3% | 0.0% |
| 30D | +0.2% | -2.0% | +2.2% | +1.9% |
| 3M | -3.0% | -2.8% | -0.2% | -0.7% |
| 6M | +9.0% | +2.1% | +6.9% | +6.8% |
| YTD | +21.0% | +11.5% | +9.5% | +9.7% |
| 1Y | +26.1% | +13.5% | +12.7% | +12.7% |
| 3Y | +104.1% | +77.7% | +26.4% | +21.8% |
| All | +104.1% | +78.1% | +26.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling