+76.8%
SETM vs SPY
+94.2%
-17.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | -6.3% | +2.0% | -8.3% | -8.2% |
| 6M | -7.5% | +13.0% | -20.5% | -20.1% |
| YTD | +17.3% | +13.5% | +3.8% | +1.1% |
| 1Y | +59.7% | +20.0% | +39.7% | +29.4% |
| 3Y | +100.1% | +77.2% | +22.9% | +1.5% |
| All | +76.8% | +94.2% | -17.3% | -19.1% |
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