-91.8%
SES vs SPY
+110.0%
-201.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.0% |
| 7D | +16.4% | -0.6% | +17.0% | +18.6% |
| 30D | +13.7% | -3.7% | +17.4% | +22.3% |
| 3M | +66.7% | -2.7% | +69.4% | +76.8% |
| 6M | -4.6% | +2.2% | -6.7% | -4.8% |
| YTD | -50.7% | +10.8% | -61.6% | -55.7% |
| 1Y | -63.4% | +11.2% | -74.6% | -67.0% |
| 3Y | -54.3% | +76.5% | -130.8% | -76.6% |
| 5Y | -91.4% | +72.9% | -164.3% | -96.0% |
| All | -91.8% | +110.0% | -201.7% | -96.3% |
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 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