-12.7%
SAIL vs SPY
+24.0%
-36.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.0% |
| 7D | -8.8% | -2.7% | -6.1% | -4.9% |
| 30D | -1.9% | -5.4% | +3.5% | +6.6% |
| 3M | +8.7% | -4.1% | +12.7% | +15.8% |
| 6M | +65.3% | +0.7% | +64.6% | +64.3% |
| YTD | -5.0% | +8.7% | -13.7% | -15.7% |
| 1Y | -3.7% | +10.9% | -14.5% | -16.7% |
| All | -12.7% | +24.0% | -36.7% | -25.8% |
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