-83.7%
SERA vs SPY
+87.4%
-171.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.6% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -6.3% | -2.4% | -3.9% | -4.8% |
| 3M | -2.5% | -1.2% | -1.4% | -2.1% |
| 6M | +12.1% | +3.3% | +8.8% | +8.3% |
| YTD | -34.2% | +12.3% | -46.5% | -40.9% |
| 1Y | -27.9% | +12.4% | -40.3% | -35.2% |
| 3Y | +14.8% | +78.8% | -64.0% | -27.5% |
| 5Y | -82.3% | +75.2% | -157.4% | -89.4% |
| All | -83.7% | +87.4% | -171.1% | -91.1% |
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