-95.2%
SES vs SPY
+112.9%
-208.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.1% |
| 7D | +4.0% | -0.4% | +4.3% | +4.5% |
| 30D | -2.3% | -1.4% | -0.9% | +0.1% |
| 3M | -51.9% | +3.7% | -55.6% | -54.0% |
| 6M | -55.6% | +13.0% | -68.6% | -62.2% |
| YTD | -71.1% | +12.4% | -83.5% | -74.9% |
| 1Y | -54.0% | +18.5% | -72.5% | -62.4% |
| 3Y | -75.4% | +77.6% | -153.0% | -87.7% |
| 5Y | -94.7% | +81.7% | -176.4% | -97.7% |
| All | -95.2% | +112.9% | -208.1% | -97.9% |
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