+58.4%
SEPZ vs SPY
+72.1%
-13.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.9% | +2.6% | -0.7% | +0.1% |
| 30D | -1.5% | -2.0% | +0.5% | -0.1% |
| 3M | -2.7% | -2.8% | +0.1% | -0.8% |
| 6M | +1.0% | +2.1% | -1.1% | -0.5% |
| YTD | +8.2% | +11.5% | -3.3% | +0.2% |
| 1Y | +9.7% | +13.5% | -3.7% | +0.4% |
| 3Y | +53.6% | +77.7% | -24.1% | +3.3% |
| All | +58.4% | +72.1% | -13.7% | +7.6% |
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 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