-85.6%
SENS vs SPY
+348.2%
-433.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.3% |
| 7D | -0.5% | +0.5% | -1.1% | -1.3% |
| 30D | +32.9% | -0.9% | +33.9% | +34.7% |
| 3M | +30.9% | +3.9% | +27.0% | +24.2% |
| 6M | +56.5% | +14.5% | +42.0% | +29.6% |
| YTD | +69.0% | +12.9% | +56.1% | +43.8% |
| 1Y | +5.1% | +19.4% | -14.3% | -16.4% |
| 3Y | -21.3% | +78.5% | -99.8% | -64.0% |
| 5Y | -87.6% | +81.8% | -169.4% | -94.0% |
| 10Y | -88.0% | +311.5% | -399.6% | -96.9% |
| All | -85.6% | +348.2% | -433.8% | -96.3% |
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 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