+776.2%
SEZL vs SPY
+76.3%
+700.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.7% |
| 7D | -3.7% | -2.0% | -1.7% | +1.8% |
| 30D | -7.7% | -1.7% | -6.0% | -3.0% |
| 3M | -2.1% | +4.7% | -6.9% | -13.3% |
| 6M | +70.4% | +12.5% | +57.9% | +24.2% |
| YTD | +86.5% | +11.7% | +74.8% | +39.5% |
| 1Y | +32.9% | +17.5% | +15.4% | -13.4% |
| All | +776.2% | +76.3% | +700.0% | +125.2% |
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