+1,872.8%
SAH vs SPY
+1,279.0%
+593.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +1.7% | +0.1% | +1.5% | +1.5% |
| 30D | -6.7% | +0.1% | -6.7% | -6.8% |
| 3M | -3.5% | +2.0% | -5.5% | -6.5% |
| 6M | +27.7% | +13.0% | +14.7% | +8.8% |
| YTD | +32.4% | +13.5% | +18.9% | +12.2% |
| 1Y | -0.4% | +20.0% | -20.4% | -21.5% |
| 3Y | +61.8% | +77.2% | -15.4% | -22.6% |
| 5Y | +79.8% | +81.9% | -2.1% | -17.4% |
| 10Y | +459.7% | +314.1% | +145.6% | -4.6% |
| All | +1,872.8% | +1,279.0% | +593.9% | +12.6% |
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