+3,411.9%
SAIA vs SPY
+1,159.7%
+2,252.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | -3.9% | -0.6% | -3.3% | -3.0% |
| 30D | +0.8% | -3.7% | +4.5% | +5.9% |
| 3M | -4.6% | -2.7% | -1.8% | -1.0% |
| 6M | -24.5% | +2.2% | -26.7% | -26.8% |
| YTD | +4.0% | +10.8% | -6.9% | -8.8% |
| 1Y | +22.3% | +11.2% | +11.1% | +6.9% |
| 3Y | -14.3% | +76.5% | -90.7% | -58.6% |
| 5Y | +2.0% | +72.9% | -71.0% | -47.4% |
| 10Y | +744.5% | +304.8% | +439.7% | +48.9% |
| All | +3,411.9% | +1,159.7% | +2,252.2% | +85.4% |
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