-83.0%
SERA vs SPY
+89.5%
-172.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | -10.0% | +2.0% | -12.0% | -11.9% |
| 6M | 0.0% | +13.0% | -13.0% | -10.4% |
| YTD | -31.5% | +13.5% | -45.1% | -38.8% |
| 1Y | -40.8% | +20.0% | -60.7% | -49.2% |
| 3Y | +11.6% | +77.2% | -65.6% | -28.7% |
| 5Y | -78.6% | +81.9% | -160.4% | -87.6% |
| All | -83.0% | +89.5% | -172.5% | -90.8% |
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