-80.5%
SEV vs SPY
+15.2%
-95.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -5.3% |
| 7D | -25.0% | -0.9% | -24.1% | -24.2% |
| 30D | -2.5% | -2.4% | -0.1% | -0.1% |
| 3M | -28.8% | -1.2% | -27.6% | -28.0% |
| 6M | -39.3% | +3.3% | -42.6% | -41.6% |
| YTD | -63.6% | +12.3% | -75.9% | -68.5% |
| 1Y | -81.3% | +12.4% | -93.7% | -83.1% |
| All | -80.5% | +15.2% | -95.7% | -83.4% |
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