-98.5%
SER vs SPY
+212.9%
-311.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +3.7% |
| 7D | -11.2% | -0.9% | -10.3% | -10.6% |
| 30D | -22.7% | -2.4% | -20.3% | -21.2% |
| 3M | -46.0% | -1.2% | -44.9% | -45.5% |
| 6M | -6.3% | +3.3% | -9.5% | -8.8% |
| YTD | -21.6% | +12.3% | -33.9% | -28.8% |
| 1Y | -63.2% | +12.4% | -75.7% | -66.7% |
| 3Y | -92.9% | +78.8% | -171.7% | -96.1% |
| 5Y | -94.9% | +75.2% | -170.0% | -97.2% |
| All | -98.5% | +212.9% | -311.3% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling