+26.4%
SAM vs SPY
+311.8%
-285.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.4% |
| 7D | -4.0% | -0.9% | -3.1% | -3.5% |
| 30D | +25.2% | -2.4% | +27.5% | +27.0% |
| 3M | +21.8% | -1.2% | +22.9% | +22.3% |
| 6M | +16.2% | +3.3% | +12.9% | +12.4% |
| YTD | +12.3% | +12.3% | 0.0% | +1.2% |
| 1Y | +6.8% | +12.4% | -5.6% | -3.9% |
| 3Y | -34.9% | +78.8% | -113.7% | -60.8% |
| 5Y | -53.2% | +75.2% | -128.4% | -71.4% |
| 10Y | +26.4% | +311.1% | -284.8% | -59.8% |
| All | +26.4% | +311.8% | -285.4% | -59.8% |
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 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