+509.3%
SAIC vs SPY
+449.8%
+59.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +12.1% | -3.3% | +15.4% | +15.2% |
| 3M | +19.6% | -2.4% | +22.1% | +21.9% |
| 6M | +61.7% | +2.6% | +59.1% | +57.2% |
| YTD | +52.0% | +11.2% | +40.7% | +36.9% |
| 1Y | +66.6% | +13.4% | +53.2% | +47.3% |
| 3Y | +42.7% | +79.9% | -37.2% | -20.4% |
| 5Y | +80.7% | +72.2% | +8.5% | +2.8% |
| 10Y | +136.2% | +307.3% | -171.1% | -47.5% |
| All | +509.3% | +449.8% | +59.6% | +15.2% |
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