+69.9%
SAIC vs SPY
+12.1%
+57.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.7% | +2.6% | +0.1% | +2.2% |
| 30D | +14.2% | -2.0% | +16.2% | +14.4% |
| 3M | +19.0% | -2.8% | +21.7% | +19.3% |
| 6M | +67.2% | +2.1% | +65.1% | +66.9% |
| YTD | +51.3% | +11.5% | +39.8% | +50.3% |
| 1Y | +69.9% | +13.5% | +56.4% | +67.9% |
| All | +69.9% | +12.1% | +57.9% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling