-54.0%
SES vs SPY
+18.8%
-72.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -7.3% |
| 7D | +4.0% | -0.4% | +4.4% | +5.0% |
| 30D | -2.3% | -1.4% | -0.9% | +2.4% |
| 3M | -51.9% | +3.7% | -55.6% | -56.6% |
| 6M | -55.6% | +13.0% | -68.6% | -68.3% |
| YTD | -71.1% | +12.4% | -83.5% | -78.5% |
| 1Y | -54.0% | +18.5% | -72.5% | -70.3% |
| All | -54.0% | +18.8% | -72.8% | -70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling