+609.3%
SABA vs SPY
+3,091.8%
-2,482.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | -0.5% | +2.0% | -2.5% | -1.1% |
| 6M | +4.0% | +13.0% | -9.0% | +0.6% |
| YTD | +5.2% | +13.5% | -8.3% | +1.6% |
| 1Y | -2.7% | +20.0% | -22.7% | -7.5% |
| 3Y | +32.8% | +77.2% | -44.4% | +13.4% |
| 5Y | +18.1% | +81.9% | -63.8% | -0.5% |
| 10Y | +29.8% | +314.1% | -284.3% | -11.6% |
| All | +609.3% | +3,091.8% | -2,482.5% | +223.9% |
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