-14.5%
SAIL vs SPY
+29.6%
-44.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.4% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +5.5% | +0.1% | +5.4% | +5.7% |
| 3M | +1.1% | +2.0% | -0.9% | -1.5% |
| 6M | +35.2% | +13.0% | +22.2% | +13.2% |
| YTD | -7.0% | +13.5% | -20.5% | -22.5% |
| 1Y | -10.6% | +20.0% | -30.6% | -30.7% |
| All | -14.5% | +29.6% | -44.0% | -31.8% |
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