-30.0%
SENS vs SPY
+77.0%
-107.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -2.2% |
| 7D | -9.6% | -0.8% | -8.8% | -8.5% |
| 30D | +9.8% | -1.1% | +10.9% | +11.6% |
| 3M | +18.8% | +3.9% | +15.0% | +12.6% |
| 6M | +49.1% | +13.6% | +35.5% | +23.8% |
| YTD | +57.8% | +12.7% | +45.1% | +33.7% |
| 1Y | -4.3% | +17.5% | -21.8% | -22.6% |
| 3Y | -30.0% | +76.9% | -106.9% | -66.3% |
| All | -30.0% | +77.0% | -107.0% | -66.3% |
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 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