+3,602.8%
SAIA vs SPY
+1,190.6%
+2,412.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +0.3% | +0.1% | +0.3% | +0.4% |
| 3M | -24.1% | +2.0% | -26.1% | -26.2% |
| 6M | -13.6% | +13.0% | -26.6% | -26.1% |
| YTD | +9.6% | +13.5% | -3.9% | -6.7% |
| 1Y | +20.4% | +20.0% | +0.5% | -4.6% |
| 3Y | -18.4% | +77.2% | -95.6% | -60.7% |
| 5Y | +43.7% | +81.9% | -38.2% | -30.3% |
| 10Y | +1,067.4% | +314.1% | +753.4% | +100.5% |
| All | +3,602.8% | +1,190.6% | +2,412.3% | +89.6% |
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