+33.9%
SEMY vs SPY
+15.4%
+18.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | +1.2% | -2.0% | +3.2% | +3.6% |
| 30D | -1.6% | -1.7% | +0.1% | +0.4% |
| 3M | -1.1% | +4.7% | -5.9% | -7.2% |
| 6M | +19.1% | +12.5% | +6.6% | +1.7% |
| YTD | +34.3% | +11.7% | +22.6% | +15.4% |
| All | +33.9% | +15.4% | +18.5% | +5.0% |
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