-98.6%
SER vs SPY
+210.7%
-309.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +0.7% | +2.6% | -1.9% | -1.4% |
| 30D | -18.7% | -2.0% | -16.7% | -17.4% |
| 3M | -51.2% | -2.8% | -48.4% | -50.0% |
| 6M | -10.9% | +2.1% | -13.0% | -12.4% |
| YTD | -27.3% | +11.5% | -38.8% | -33.6% |
| 1Y | -64.5% | +13.5% | -78.0% | -68.1% |
| 3Y | -93.6% | +77.7% | -171.3% | -96.4% |
| 5Y | -95.2% | +72.6% | -167.8% | -97.3% |
| All | -98.6% | +210.7% | -309.2% | -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