+1,063.7%
SENEA vs SPY
+1,023.8%
+39.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -8.9% | -2.0% | -6.9% | -8.1% |
| 30D | +1.0% | -1.7% | +2.6% | +1.7% |
| 3M | +25.8% | +4.7% | +21.1% | +23.4% |
| 6M | +30.1% | +12.5% | +17.6% | +23.5% |
| YTD | +68.3% | +11.7% | +56.6% | +60.2% |
| 1Y | +69.0% | +17.5% | +51.5% | +57.3% |
| 3Y | +256.1% | +76.6% | +179.6% | +176.2% |
| 5Y | +282.5% | +82.0% | +200.4% | +190.8% |
| 10Y | +534.2% | +317.1% | +217.0% | +262.2% |
| All | +1,063.7% | +1,023.8% | +39.9% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling