+23.4%
SETM vs SPY
+90.6%
-67.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.3% |
| 7D | -3.3% | +2.6% | -5.9% | -6.6% |
| 30D | -9.8% | -2.0% | -7.8% | -7.0% |
| 3M | -27.6% | -2.8% | -24.8% | -24.3% |
| 6M | -38.8% | +2.1% | -41.0% | -39.7% |
| YTD | -18.1% | +11.5% | -29.6% | -27.3% |
| 1Y | -8.0% | +13.5% | -21.5% | -19.9% |
| 3Y | +56.4% | +77.7% | -21.3% | -20.6% |
| All | +23.4% | +90.6% | -67.2% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling