-97.4%
SER vs SPY
+214.6%
-312.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.9% | -7.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +4.2% | -0.9% | +5.1% | +5.2% |
| 3M | +31.6% | +3.9% | +27.7% | +27.5% |
| 6M | +63.4% | +14.5% | +48.9% | +45.9% |
| YTD | +30.7% | +12.9% | +17.8% | +18.2% |
| 1Y | -51.7% | +19.4% | -71.1% | -58.3% |
| 3Y | -90.7% | +78.5% | -169.1% | -94.8% |
| 5Y | -93.1% | +81.8% | -174.8% | -96.4% |
| All | -97.4% | +214.6% | -312.1% | -99.5% |
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