-97.2%
SER vs SPY
+216.4%
-313.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | +22.4% | +0.1% | +22.4% | +22.5% |
| 3M | +46.8% | +2.0% | +44.8% | +44.4% |
| 6M | +63.5% | +13.0% | +50.5% | +47.7% |
| YTD | +42.7% | +13.5% | +29.2% | +28.4% |
| 1Y | -48.3% | +20.0% | -68.3% | -55.6% |
| 3Y | -89.2% | +77.2% | -166.4% | -94.0% |
| 5Y | -92.7% | +81.9% | -174.6% | -96.2% |
| All | -97.2% | +216.4% | -313.6% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling