-95.3%
SES vs SPY
+115.1%
-210.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -1.6% | +0.1% | -1.6% | -1.3% |
| 3M | -62.5% | +2.0% | -64.5% | -63.1% |
| 6M | -70.6% | +13.0% | -83.6% | -74.9% |
| YTD | -72.1% | +13.5% | -85.6% | -76.1% |
| 1Y | -52.1% | +20.0% | -72.1% | -61.6% |
| 3Y | -76.9% | +77.2% | -154.1% | -88.5% |
| 5Y | -94.9% | +81.9% | -176.8% | -97.8% |
| All | -95.3% | +115.1% | -210.4% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling