-93.1%
SER vs SPY
+79.4%
-172.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | -22.7% | -2.4% | -20.3% | -22.1% |
| 3M | -46.0% | -1.2% | -44.9% | -45.8% |
| 6M | -6.3% | +3.3% | -9.5% | -7.0% |
| YTD | -21.6% | +12.3% | -33.9% | -24.1% |
| 1Y | -63.2% | +12.4% | -75.7% | -64.4% |
| All | -93.1% | +79.4% | -172.5% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling