+27.6%
SEPU vs SPY
+38.4%
-10.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.5% | -2.0% | +0.5% | -0.2% |
| 30D | -1.4% | -1.7% | +0.3% | -0.3% |
| 3M | +3.8% | +4.7% | -0.9% | +0.9% |
| 6M | +9.5% | +12.5% | -3.0% | +2.0% |
| YTD | +8.7% | +11.7% | -3.1% | +1.6% |
| 1Y | +12.6% | +17.5% | -4.9% | +2.3% |
| All | +27.6% | +38.4% | -10.8% | +5.8% |
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