+779.6%
SEZL vs SPY
+77.8%
+701.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -2.0% |
| 7D | -1.4% | -0.8% | -0.7% | +0.7% |
| 30D | -5.2% | -1.1% | -4.2% | -2.1% |
| 3M | -7.7% | +3.9% | -11.6% | -16.5% |
| 6M | +71.7% | +13.6% | +58.0% | +21.7% |
| YTD | +87.3% | +12.7% | +74.6% | +36.8% |
| 1Y | +35.6% | +17.5% | +18.1% | -11.6% |
| All | +779.6% | +77.8% | +701.9% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling