+35.5%
SEMY vs SPY
+16.4%
+19.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.1% |
| 7D | +1.2% | -0.8% | +2.0% | +2.1% |
| 30D | -1.9% | -1.1% | -0.8% | -0.6% |
| 3M | -1.3% | +3.9% | -5.1% | -6.1% |
| 6M | +18.2% | +13.6% | +4.6% | -0.3% |
| YTD | +35.8% | +12.7% | +23.1% | +15.6% |
| All | +35.5% | +16.4% | +19.1% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling