-46.7%
SACH vs SPY
+284.2%
-330.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.7% |
| 30D | +16.4% | -1.1% | +17.4% | +17.3% |
| 3M | -6.8% | +3.9% | -10.7% | -9.6% |
| 6M | -10.3% | +13.6% | -23.9% | -18.6% |
| YTD | -5.2% | +12.7% | -17.8% | -13.5% |
| 1Y | -14.9% | +17.5% | -32.4% | -24.8% |
| 3Y | -62.5% | +76.9% | -139.4% | -76.0% |
| 5Y | -65.9% | +83.6% | -149.5% | -79.0% |
| All | -46.7% | +284.2% | -330.9% | -76.4% |
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 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