-80.4%
SERV vs SPY
+52.4%
-132.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -3.8% |
| 7D | -4.4% | -0.4% | -4.1% | -3.6% |
| 30D | -5.4% | -1.4% | -4.0% | -1.6% |
| 3M | -32.9% | +3.7% | -36.6% | -38.0% |
| 6M | -50.9% | +13.0% | -63.9% | -62.8% |
| YTD | -55.2% | +12.4% | -67.6% | -65.1% |
| 1Y | -56.9% | +18.5% | -75.4% | -69.3% |
| All | -80.4% | +52.4% | -132.8% | -88.7% |
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 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