-20.5%
SAIL vs SPY
+19.4%
-39.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -4.6% |
| 7D | -7.5% | +0.5% | -8.0% | -8.2% |
| 30D | -4.7% | -0.9% | -3.7% | -2.9% |
| 3M | +0.6% | +3.9% | -3.3% | -4.9% |
| 6M | +15.6% | +14.5% | +1.1% | -7.0% |
| YTD | -12.1% | +12.9% | -25.0% | -27.3% |
| 1Y | -20.5% | +19.4% | -39.9% | -44.2% |
| All | -20.5% | +19.4% | -39.9% | -44.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling