+427.5%
SAH vs SPY
+312.5%
+115.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.9% |
| 7D | -2.1% | -0.4% | -1.7% | -1.6% |
| 30D | -4.7% | -1.4% | -3.3% | -3.0% |
| 3M | -9.7% | +3.7% | -13.4% | -14.1% |
| 6M | +25.9% | +13.0% | +12.9% | +7.7% |
| YTD | +24.6% | +12.4% | +12.2% | +7.3% |
| 1Y | -6.4% | +18.5% | -25.0% | -24.8% |
| 3Y | +56.3% | +77.6% | -21.3% | -25.2% |
| 5Y | +68.3% | +81.7% | -13.4% | -22.4% |
| 10Y | +427.5% | +319.7% | +107.8% | -22.5% |
| All | +427.5% | +312.5% | +115.0% | -22.5% |
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 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