+822.6%
SA vs SPY
+916.1%
-93.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +9.2% | +0.1% | +9.1% | +9.2% |
| 3M | -6.5% | +2.0% | -8.5% | -7.1% |
| 6M | -8.8% | +13.0% | -21.8% | -14.6% |
| YTD | +7.6% | +13.5% | -6.0% | +0.6% |
| 1Y | +83.6% | +20.0% | +63.6% | +66.3% |
| 3Y | +176.8% | +77.2% | +99.6% | +97.8% |
| 5Y | +74.3% | +81.9% | -7.6% | +21.9% |
| 10Y | +172.3% | +314.1% | -141.8% | +13.5% |
| All | +822.6% | +916.1% | -93.5% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling