-95.1%
SER vs SPY
+74.0%
-169.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -14.5% | +3.3% | -17.8% | -15.3% |
| 30D | -22.5% | -2.7% | -19.8% | -22.0% |
| 3M | -50.0% | -1.7% | -48.3% | -49.7% |
| 6M | -13.5% | +3.1% | -16.6% | -14.1% |
| YTD | -26.3% | +11.9% | -38.2% | -28.3% |
| 1Y | -64.9% | +12.0% | -76.9% | -65.9% |
| 3Y | -93.3% | +78.2% | -171.5% | -94.1% |
| 5Y | -95.1% | +73.2% | -168.4% | -95.7% |
| All | -95.1% | +74.0% | -169.2% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling