+568.8%
SABA vs SPY
+3,045.4%
-2,476.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.5% | +3.3% | -5.8% | -3.4% |
| 30D | -1.4% | -2.7% | +1.2% | -0.8% |
| 3M | -6.6% | -1.7% | -4.9% | -6.2% |
| 6M | -6.1% | +3.1% | -9.2% | -7.0% |
| YTD | -0.8% | +11.9% | -12.7% | -3.9% |
| 1Y | -4.6% | +12.0% | -16.6% | -7.6% |
| 3Y | +32.5% | +78.2% | -45.7% | +12.9% |
| 5Y | +10.0% | +73.2% | -63.2% | -6.2% |
| 10Y | +27.8% | +309.6% | -281.8% | -12.7% |
| All | +568.8% | +3,045.4% | -2,476.6% | +206.4% |
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