-66.1%
SACH vs SPY
+81.8%
-148.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +4.0% |
| 7D | +6.2% | +0.5% | +5.6% | +5.8% |
| 30D | +11.7% | -0.9% | +12.6% | +12.4% |
| 3M | -8.2% | +3.9% | -12.1% | -10.8% |
| 6M | -9.2% | +14.5% | -23.7% | -17.5% |
| YTD | -5.7% | +12.9% | -18.6% | -13.5% |
| 1Y | -16.7% | +19.4% | -36.1% | -26.6% |
| 3Y | -62.0% | +78.5% | -140.4% | -75.4% |
| All | -66.1% | +81.8% | -148.0% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling