+137.5%
SAFT vs SPY
+321.4%
-183.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | +0.9% | -1.4% | +2.3% | +1.7% |
| 3M | +47.8% | +3.7% | +44.1% | +44.5% |
| 6M | +45.5% | +13.0% | +32.5% | +35.0% |
| YTD | +37.4% | +12.4% | +25.0% | +27.6% |
| 1Y | +48.1% | +18.5% | +29.6% | +33.1% |
| 3Y | +80.1% | +77.6% | +2.4% | +23.7% |
| 5Y | +62.2% | +81.7% | -19.4% | +7.4% |
| All | +137.5% | +321.4% | -183.9% | -18.0% |
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 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