-71.3%
SEV vs SPY
+16.5%
-87.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +11.9% | +0.1% | +11.9% | +11.8% |
| 3M | +10.6% | +2.0% | +8.6% | +7.9% |
| 6M | +7.2% | +13.0% | -5.8% | -7.4% |
| YTD | -46.4% | +13.5% | -59.9% | -54.0% |
| All | -71.3% | +16.5% | -87.7% | -75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling