+122.3%
SEZL vs SPY
+14.6%
+107.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +1.7% | +10.0% | +7.6% |
| 7D | +5.1% | -0.7% | +5.8% | +7.0% |
| 30D | +23.3% | -1.0% | +24.3% | +26.7% |
| 3M | -22.9% | -0.3% | -22.5% | -22.5% |
| 6M | +59.0% | +7.3% | +51.7% | +33.8% |
| YTD | +115.3% | +13.3% | +102.0% | +60.1% |
| 1Y | +122.3% | +14.8% | +107.5% | +61.3% |
| All | +122.3% | +14.6% | +107.7% | +61.3% |
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