-5.5%
SAIL vs SPY
+27.2%
-32.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | +8.2% | +2.6% | +5.6% | +4.4% |
| 30D | +7.7% | -2.0% | +9.7% | +11.3% |
| 3M | +4.0% | -2.8% | +6.8% | +8.7% |
| 6M | +76.0% | +2.1% | +73.9% | +71.6% |
| YTD | +2.8% | +11.5% | -8.7% | -12.0% |
| 1Y | +8.3% | +13.5% | -5.1% | -9.4% |
| All | -5.5% | +27.2% | -32.7% | -22.6% |
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 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