+120.7%
SAIC vs SPY
+312.5%
-191.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | +0.6% | -1.4% | +2.0% | +1.8% |
| 3M | +11.0% | +3.7% | +7.3% | +7.3% |
| 6M | +34.8% | +13.0% | +21.8% | +20.5% |
| YTD | +26.7% | +12.4% | +14.3% | +13.6% |
| 1Y | +24.5% | +18.5% | +6.0% | +6.4% |
| 3Y | +18.9% | +77.6% | -58.7% | -32.2% |
| 5Y | +58.3% | +81.7% | -23.4% | -14.2% |
| 10Y | +120.7% | +319.7% | -198.9% | -57.3% |
| All | +120.7% | +312.5% | -191.8% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling