+46.7%
SEIX vs SPY
+190.2%
-143.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | +0.2% | -2.4% | +2.6% | +0.3% |
| 3M | +1.0% | -1.2% | +2.2% | +1.1% |
| 6M | +2.5% | +3.3% | -0.8% | +2.3% |
| YTD | +4.5% | +12.3% | -7.8% | +4.0% |
| 1Y | +5.5% | +12.4% | -7.0% | +4.9% |
| 3Y | +21.9% | +78.8% | -57.0% | +19.2% |
| 5Y | +31.5% | +75.2% | -43.7% | +28.3% |
| All | +46.7% | +190.2% | -143.4% | +43.2% |
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 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