+37.9%
SAM vs SPY
+312.9%
-275.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.2% |
| 7D | +9.6% | -2.7% | +12.3% | +11.7% |
| 30D | +31.2% | -5.4% | +36.6% | +36.3% |
| 3M | +20.5% | -4.1% | +24.6% | +23.9% |
| 6M | +6.9% | +0.7% | +6.2% | +5.3% |
| YTD | +13.1% | +8.7% | +4.4% | +4.5% |
| 1Y | +10.6% | +10.9% | -0.3% | +0.5% |
| 3Y | -35.0% | +75.0% | -110.0% | -60.2% |
| 5Y | -56.1% | +67.8% | -123.9% | -72.3% |
| All | +37.9% | +312.9% | -275.0% | -54.9% |
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