-82.8%
SERA vs SPY
+86.5%
-169.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | +3.5% | -2.0% | +5.5% | +5.2% |
| 30D | +3.0% | -1.7% | +4.7% | +4.3% |
| 3M | +2.5% | +4.7% | -2.2% | -1.9% |
| 6M | +12.0% | +12.5% | -0.5% | +0.6% |
| YTD | -30.5% | +11.7% | -42.2% | -37.1% |
| 1Y | -33.2% | +17.5% | -50.7% | -41.7% |
| 3Y | +32.3% | +76.6% | -44.3% | -15.4% |
| 5Y | -79.2% | +82.0% | -161.3% | -87.9% |
| All | -82.8% | +86.5% | -169.3% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling