+1,967.0%
SAFT vs SPY
+1,170.9%
+796.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | +52.3% | +2.0% | +50.3% | +49.4% |
| 6M | +38.2% | +13.0% | +25.2% | +25.1% |
| YTD | +37.0% | +13.5% | +23.4% | +23.4% |
| 1Y | +47.8% | +20.0% | +27.9% | +27.4% |
| 3Y | +71.3% | +77.2% | -5.9% | +6.6% |
| 5Y | +59.6% | +81.9% | -22.2% | -5.6% |
| 10Y | +133.4% | +314.1% | -180.6% | -32.9% |
| All | +1,967.0% | +1,170.9% | +796.1% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling