+31.1%
SAIH vs SPY
+77.0%
-45.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.6% |
| 7D | -9.0% | -0.8% | -8.3% | -7.8% |
| 30D | +5.9% | -1.1% | +7.0% | +7.7% |
| 3M | +110.7% | +3.9% | +106.9% | +95.2% |
| 6M | +202.6% | +13.6% | +189.0% | +136.3% |
| YTD | +156.5% | +12.7% | +143.8% | +104.2% |
| 1Y | +200.6% | +17.5% | +183.1% | +122.7% |
| 3Y | +31.1% | +76.9% | -45.8% | -41.6% |
| All | +31.1% | +77.0% | -45.9% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling