+42.5%
SENEA vs SPY
+14.6%
+27.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.6% |
| 7D | -6.2% | -0.7% | -5.5% | -6.1% |
| 30D | -17.4% | -1.0% | -16.4% | -17.3% |
| 3M | -15.8% | -0.3% | -15.5% | -15.7% |
| 6M | +3.5% | +7.3% | -3.9% | +3.4% |
| YTD | +32.6% | +13.3% | +19.3% | +31.7% |
| 1Y | +42.5% | +14.8% | +27.7% | +40.8% |
| All | +42.5% | +14.6% | +27.9% | +40.8% |
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