+79.9%
SETM vs SPY
+92.2%
-12.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.8% |
| 7D | +2.0% | -0.4% | +2.3% | +2.5% |
| 30D | +3.8% | -1.4% | +5.1% | +5.8% |
| 3M | +7.4% | +3.7% | +3.7% | +2.7% |
| 6M | +0.5% | +13.0% | -12.5% | -13.2% |
| YTD | +19.4% | +12.4% | +7.0% | +4.3% |
| 1Y | +59.0% | +18.5% | +40.5% | +30.9% |
| 3Y | +108.4% | +77.6% | +30.8% | +5.5% |
| All | +79.9% | +92.2% | -12.2% | -16.5% |
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