+32.1%
SAM vs SPY
+315.0%
-282.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -3.5% |
| 7D | -2.1% | +0.1% | -2.1% | -2.2% |
| 30D | +27.2% | -3.3% | +30.5% | +30.0% |
| 3M | +16.2% | -2.4% | +18.6% | +17.9% |
| 6M | +9.9% | +2.6% | +7.3% | +6.8% |
| YTD | +11.1% | +11.2% | -0.1% | +0.9% |
| 1Y | +8.4% | +13.4% | -5.0% | -3.2% |
| 3Y | -35.5% | +79.9% | -115.4% | -61.4% |
| 5Y | -55.3% | +72.2% | -127.5% | -72.4% |
| 10Y | +32.1% | +307.3% | -275.2% | -56.7% |
| All | +32.1% | +315.0% | -282.9% | -56.7% |
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