+25.7%
SEVN vs SPY
+763.9%
-738.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -1.6% | -1.4% | -0.2% | -0.5% |
| 3M | -10.6% | +3.7% | -14.3% | -13.4% |
| 6M | -7.4% | +13.0% | -20.4% | -16.3% |
| YTD | -8.7% | +12.4% | -21.0% | -17.1% |
| 1Y | -24.2% | +18.5% | -42.7% | -34.2% |
| 3Y | -5.0% | +77.6% | -82.6% | -41.0% |
| 5Y | +13.9% | +81.7% | -67.8% | -32.7% |
| 10Y | -13.7% | +319.7% | -333.3% | -74.3% |
| All | +25.7% | +763.9% | -738.2% | -78.1% |
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