+238.9%
SAH vs SPY
+307.0%
-68.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -3.6% | +2.6% | -6.2% | -6.5% |
| 30D | -0.9% | -2.0% | +1.0% | +1.2% |
| 3M | -24.5% | -2.8% | -21.7% | -22.1% |
| 6M | -21.1% | +2.1% | -23.2% | -23.7% |
| YTD | -2.2% | +11.5% | -13.7% | -15.3% |
| 1Y | -5.5% | +13.5% | -19.0% | -19.8% |
| 3Y | +27.9% | +77.7% | -49.8% | -39.0% |
| 5Y | +29.9% | +72.6% | -42.8% | -35.8% |
| All | +238.9% | +307.0% | -68.1% | -49.0% |
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