+410.1%
SAIC vs SPY
+461.1%
-51.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.4% | +0.1% | +5.3% | +5.3% |
| 3M | +9.1% | +2.0% | +7.1% | +6.9% |
| 6M | +36.8% | +13.0% | +23.8% | +22.0% |
| YTD | +27.2% | +13.5% | +13.7% | +12.9% |
| 1Y | +21.0% | +20.0% | +1.1% | +2.0% |
| 3Y | +10.7% | +77.2% | -66.5% | -37.0% |
| 5Y | +56.0% | +81.9% | -25.9% | -15.9% |
| 10Y | +130.0% | +314.1% | -184.1% | -49.4% |
| All | +410.1% | +461.1% | -51.0% | -5.0% |
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