+28.9%
SABA vs SPY
+315.0%
-286.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.3% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +2.2% | -3.3% | +5.5% | +3.5% |
| 3M | -3.4% | -2.4% | -0.9% | -2.5% |
| 6M | -3.4% | +2.6% | -6.0% | -4.5% |
| YTD | +2.6% | +11.2% | -8.6% | -1.9% |
| 1Y | -0.2% | +13.4% | -13.6% | -5.3% |
| 3Y | +32.4% | +79.9% | -47.5% | +3.9% |
| 5Y | +13.2% | +72.2% | -59.0% | -10.6% |
| 10Y | +28.9% | +307.3% | -278.4% | -31.1% |
| All | +28.9% | +315.0% | -286.1% | -31.1% |
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