-62.5%
SACH vs SPY
+76.5%
-139.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +7.1% | -0.4% | +7.5% | +7.3% |
| 30D | +16.0% | -1.4% | +17.4% | +17.0% |
| 3M | -5.8% | +3.7% | -9.5% | -8.2% |
| 6M | -8.6% | +13.0% | -21.6% | -15.2% |
| YTD | -5.1% | +12.4% | -17.5% | -11.7% |
| 1Y | -18.1% | +18.5% | -36.6% | -26.5% |
| All | -62.5% | +76.5% | -139.0% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling