+46.5%
SEIX vs SPY
+193.4%
-147.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | +2.2% | +2.0% | +0.2% | +2.1% |
| 6M | +4.7% | +13.0% | -8.4% | +4.1% |
| YTD | +4.3% | +13.5% | -9.2% | +3.7% |
| 1Y | +6.0% | +20.0% | -14.0% | +5.2% |
| 3Y | +23.2% | +77.2% | -54.0% | +20.6% |
| 5Y | +32.5% | +81.9% | -49.4% | +29.2% |
| All | +46.5% | +193.4% | -147.0% | +42.9% |
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