-79.4%
SERV vs SPY
+53.1%
-132.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.5% |
| 7D | +4.5% | +0.5% | +3.9% | +2.9% |
| 30D | -3.6% | -0.9% | -2.7% | -1.0% |
| 3M | -35.6% | +3.9% | -39.5% | -40.8% |
| 6M | -48.1% | +14.5% | -62.6% | -62.0% |
| YTD | -52.8% | +12.9% | -65.7% | -63.7% |
| 1Y | -53.3% | +19.4% | -72.7% | -67.4% |
| All | -79.4% | +53.1% | -132.5% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling