-83.7%
SAIH vs SPY
+79.8%
-163.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.8% |
| 7D | -5.5% | -2.0% | -3.5% | -3.5% |
| 30D | +4.7% | -1.7% | +6.3% | +6.4% |
| 3M | +112.5% | +4.7% | +107.8% | +101.5% |
| 6M | +187.9% | +12.5% | +175.4% | +153.2% |
| YTD | +157.0% | +11.7% | +145.2% | +128.3% |
| 1Y | +149.1% | +17.5% | +131.6% | +111.1% |
| 3Y | +32.4% | +76.6% | -44.1% | -11.3% |
| 5Y | -83.7% | +82.0% | -165.7% | -89.2% |
| All | -83.7% | +79.8% | -163.4% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling