+14.7%
SA vs SPY
+14.6%
+0.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +3.5% |
| 7D | -5.1% | -0.7% | -4.4% | -3.0% |
| 30D | -6.7% | -1.0% | -5.7% | -3.6% |
| 3M | -7.1% | -0.3% | -6.8% | -5.5% |
| 6M | -10.0% | +7.3% | -17.4% | -22.2% |
| YTD | -14.4% | +13.3% | -27.7% | -34.8% |
| 1Y | +14.7% | +14.8% | -0.1% | -14.8% |
| All | +14.7% | +14.6% | +0.1% | -14.8% |
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