-82.0%
SAIH vs SPY
+91.9%
-173.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | +14.2% | +0.5% | +13.7% | +13.6% |
| 30D | +25.9% | -0.9% | +26.9% | +27.0% |
| 3M | +128.6% | +3.9% | +124.7% | +118.6% |
| 6M | +249.8% | +14.5% | +235.3% | +202.3% |
| YTD | +185.0% | +12.9% | +172.1% | +150.7% |
| 1Y | +364.1% | +19.4% | +344.7% | +288.0% |
| 3Y | +46.9% | +78.5% | -31.6% | -2.1% |
| 5Y | -82.1% | +81.8% | -163.8% | -88.3% |
| All | -82.0% | +91.9% | -173.8% | -88.2% |
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