+594.2%
SABA vs SPY
+2,954.7%
-2,360.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.8% | -2.7% | +4.5% | +2.6% |
| 30D | +2.0% | -5.4% | +7.4% | +3.5% |
| 3M | -3.5% | -4.1% | +0.6% | -2.4% |
| 6M | -3.3% | +0.7% | -4.0% | -3.5% |
| YTD | +3.0% | +8.7% | -5.7% | +0.6% |
| 1Y | +1.0% | +10.9% | -9.9% | -1.9% |
| 3Y | +29.3% | +75.0% | -45.6% | +10.8% |
| 5Y | +14.9% | +67.8% | -52.9% | -1.1% |
| 10Y | +32.4% | +312.9% | -280.5% | -9.6% |
| All | +594.2% | +2,954.7% | -2,360.6% | +220.6% |
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