-88.6%
SENS vs SPY
+82.3%
-170.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -2.5% |
| 7D | -9.6% | -0.8% | -8.8% | -8.2% |
| 30D | +9.8% | -1.1% | +10.9% | +12.0% |
| 3M | +18.8% | +3.9% | +15.0% | +11.0% |
| 6M | +49.1% | +13.6% | +35.5% | +17.9% |
| YTD | +57.8% | +12.7% | +45.1% | +27.9% |
| 1Y | -4.3% | +17.5% | -21.8% | -27.3% |
| 3Y | -30.0% | +76.9% | -106.9% | -76.4% |
| All | -88.6% | +82.3% | -170.9% | -96.1% |
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