+33.8%
SEMY vs SPY
+17.3%
+16.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -1.1% | +0.1% | -1.1% | -1.2% |
| 3M | -4.1% | +2.0% | -6.1% | -6.1% |
| 6M | +16.5% | +13.0% | +3.5% | -0.1% |
| YTD | +34.2% | +13.5% | +20.6% | +13.1% |
| All | +33.8% | +17.3% | +16.6% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling