-98.6%
SER vs SPY
+202.8%
-301.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.3% | -16.7% | -16.6% |
| 7D | -28.9% | -2.7% | -26.2% | -27.3% |
| 30D | -31.3% | -5.4% | -25.9% | -28.1% |
| 3M | -41.3% | -4.1% | -37.2% | -39.1% |
| 6M | -24.6% | +0.7% | -25.3% | -25.1% |
| YTD | -27.9% | +8.7% | -36.5% | -32.7% |
| 1Y | -66.5% | +10.9% | -77.4% | -69.3% |
| 3Y | -93.4% | +75.0% | -168.4% | -96.3% |
| 5Y | -95.3% | +67.8% | -163.1% | -97.3% |
| All | -98.6% | +202.8% | -301.4% | -99.7% |
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 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