Estimated return — disclosed long book

What Seth Klarman’s US-listed long positions did, derived from the share counts and market values in consecutive 13F filings, shown against SPY over exactly the same quarters. This is not the fund’s return. A 13F excludes shorts, bonds, cash, non-US listings and derivatives, says nothing about fees or leverage, and only sees positions held at both quarter ends. The fund figure is a price return while SPY is a total return, so the comparison is tilted against the manager by roughly a dividend yield.

Q1 2026
-3.4%
SPY -4.4% +0.9%
By calendar year
YearEstimatedSPYDifference
2025+16.6%+17.7%-1.1%
2024-8.2%+24.9%-33.1%
20233/4 Q+1.0%+13.0%-12.0%
2022-28.7%-18.2%-10.5%
2021+17.9%+28.7%-10.8%
2020+1.2%+18.3%-17.1%
20193/4 Q+0.3%+15.6%-15.3%
2018-13.0%-4.6%-8.4%
2017+8.8%+21.7%-12.9%
2016+11.7%+12.0%-0.3%
2015-33.7%+1.2%-34.9%
20142/4 Q-8.2%+6.1%-14.3%

Years marked n/4 Qare built from fewer than four quarters, and the benchmark shown beside them covers the same partial set — so the difference is like-for-like, but the year is not a full year.