-71.0%
SACH vs SPY
+78.1%
-149.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -15.3% | +2.6% | -17.9% | -16.6% |
| 30D | -15.7% | -2.0% | -13.7% | -14.7% |
| 3M | -10.7% | -2.8% | -7.9% | -9.3% |
| 6M | -32.6% | +2.1% | -34.7% | -33.5% |
| YTD | -28.7% | +11.5% | -40.1% | -33.3% |
| 1Y | -26.1% | +13.5% | -39.6% | -31.7% |
| 3Y | -71.0% | +77.7% | -148.7% | -83.1% |
| All | -71.0% | +78.1% | -149.1% | -83.1% |
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