+297.3%
SENEA vs SPY
+82.3%
+215.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +1.2% | -1.1% | +2.3% | +1.6% |
| 3M | +27.8% | +3.9% | +23.9% | +25.9% |
| 6M | +32.1% | +13.6% | +18.5% | +25.5% |
| YTD | +72.3% | +12.7% | +59.6% | +64.1% |
| 1Y | +71.0% | +17.5% | +53.5% | +59.8% |
| 3Y | +268.4% | +76.9% | +191.5% | +181.1% |
| All | +297.3% | +82.3% | +215.0% | +182.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling