-15.2%
SES vs SPY
+1.5%
-16.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.9% | +0.3% | +22.5% | +21.9% |
| 7D | +5.4% | -2.7% | +8.1% | +15.2% |
| 30D | +14.9% | -5.4% | +20.3% | +36.9% |
| 3M | +64.0% | -4.1% | +68.1% | +89.2% |
| 6M | -15.2% | +0.7% | -15.9% | -12.7% |
| All | -15.2% | +1.5% | -16.7% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling