-71.4%
SEV vs SPY
+15.3%
-86.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | -1.7% | -0.4% | -1.4% | -1.3% |
| 30D | +7.0% | -1.4% | +8.4% | +8.7% |
| 3M | +8.0% | +3.7% | +4.3% | +3.7% |
| 6M | -27.5% | +13.0% | -40.5% | -37.2% |
| YTD | -46.6% | +12.4% | -59.0% | -53.7% |
| All | -71.4% | +15.3% | -86.7% | -75.6% |
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