+26.5%
SAM vs SPY
+307.0%
-280.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +0.5% | +2.6% | -2.1% | -1.4% |
| 30D | +24.5% | -2.0% | +26.5% | +26.0% |
| 3M | +20.0% | -2.8% | +22.8% | +22.0% |
| 6M | +23.8% | +2.1% | +21.7% | +20.7% |
| YTD | +13.7% | +11.5% | +2.2% | +3.0% |
| 1Y | +10.3% | +13.5% | -3.1% | -1.5% |
| 3Y | -34.1% | +77.7% | -111.8% | -60.1% |
| 5Y | -53.8% | +72.6% | -126.4% | -71.5% |
| All | +26.5% | +307.0% | -280.5% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling