+55.8%
SAH vs SPY
+78.7%
-22.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -5.6% |
| 7D | -2.4% | +0.5% | -3.0% | -2.9% |
| 30D | -7.8% | -0.9% | -6.9% | -6.9% |
| 3M | -7.6% | +3.9% | -11.5% | -11.3% |
| 6M | +25.5% | +14.5% | +10.9% | +9.3% |
| YTD | +24.2% | +12.9% | +11.3% | +9.9% |
| 1Y | -6.4% | +19.4% | -25.8% | -21.9% |
| 3Y | +55.8% | +78.5% | -22.7% | -15.6% |
| All | +55.8% | +78.7% | -22.9% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling