-73.6%
SETH vs SPY
+83.8%
-157.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -1.2% |
| 7D | +2.3% | -2.0% | +4.3% | -1.7% |
| 30D | -25.5% | -1.7% | -23.8% | -27.9% |
| 3M | -37.4% | +4.7% | -42.1% | -30.7% |
| 6M | -25.9% | +12.5% | -38.4% | -3.8% |
| YTD | -4.0% | +11.7% | -15.8% | +24.8% |
| 1Y | +22.7% | +17.5% | +5.3% | +78.6% |
| All | -73.6% | +83.8% | -157.4% | -37.8% |
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