+29.9%
SETM vs SPY
+89.5%
-59.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.9% | -3.7% |
| 7D | +4.0% | -0.6% | +4.5% | +4.8% |
| 30D | -13.2% | -3.7% | -9.5% | -8.2% |
| 3M | -25.1% | -2.7% | -22.4% | -21.8% |
| 6M | -34.3% | +2.2% | -36.5% | -35.3% |
| YTD | -13.9% | +10.8% | -24.7% | -22.9% |
| 1Y | -4.2% | +11.2% | -15.5% | -14.6% |
| 3Y | +67.5% | +76.5% | -8.9% | -14.1% |
| All | +29.9% | +89.5% | -59.7% | -38.3% |
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