+167.1%
SEPN vs SPY
+18.1%
+148.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.1% |
| 7D | +4.8% | -0.8% | +5.6% | +5.6% |
| 30D | -20.1% | -1.1% | -19.0% | -19.2% |
| 3M | +13.2% | +3.9% | +9.3% | +8.3% |
| 6M | +46.4% | +13.6% | +32.8% | +28.3% |
| YTD | +38.1% | +12.7% | +25.5% | +21.3% |
| 1Y | +167.1% | +17.5% | +149.6% | +113.6% |
| All | +167.1% | +18.1% | +148.9% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling