-66.5%
SER vs SPY
+9.9%
-76.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.3% | -16.7% | -16.8% |
| 7D | -28.9% | -2.7% | -26.2% | -26.7% |
| 30D | -31.3% | -5.4% | -25.9% | -26.3% |
| 3M | -41.3% | -4.1% | -37.2% | -38.1% |
| 6M | -24.6% | +0.7% | -25.3% | -26.6% |
| YTD | -27.9% | +8.7% | -36.5% | -41.4% |
| 1Y | -66.5% | +10.9% | -77.4% | -73.6% |
| All | -66.5% | +9.9% | -76.4% | -73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling