-55.2%
SAM vs SPY
+67.0%
-122.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.6% |
| 7D | +13.4% | -4.7% | +18.1% | +17.1% |
| 30D | +32.0% | -5.9% | +38.0% | +37.5% |
| 3M | +21.7% | -4.5% | +26.3% | +25.4% |
| 6M | +9.1% | +1.8% | +7.3% | +6.5% |
| YTD | +15.3% | +8.3% | +7.0% | +6.7% |
| 1Y | +7.4% | +9.3% | -1.9% | -1.5% |
| 3Y | -33.5% | +74.9% | -108.3% | -61.8% |
| 5Y | -55.2% | +67.3% | -122.5% | -74.8% |
| All | -55.2% | +67.0% | -122.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling