+70.8%
SAH vs SPY
+81.8%
-11.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 6M | +25.5% | +14.5% | +10.9% | +8.6% |
| YTD | +24.2% | +12.9% | +11.3% | +9.2% |
| 1Y | -6.4% | +19.4% | -25.8% | -22.5% |
| 3Y | +55.8% | +78.5% | -22.7% | -15.7% |
| 5Y | +70.8% | +81.8% | -11.0% | -10.0% |
| All | +70.8% | +81.8% | -11.0% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling