-89.0%
SERV vs SPY
+51.1%
-140.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.4% | -9.4% | -8.8% |
| 7D | -18.6% | +2.6% | -21.2% | -23.7% |
| 30D | -23.8% | -2.0% | -21.9% | -18.4% |
| 3M | -47.0% | -2.8% | -44.2% | -41.7% |
| 6M | -69.6% | +2.1% | -71.8% | -70.0% |
| YTD | -74.8% | +11.5% | -86.2% | -79.6% |
| 1Y | -72.2% | +13.5% | -85.6% | -78.2% |
| All | -89.0% | +51.1% | -140.1% | -93.4% |
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 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