-69.9%
SAM vs SPY
+82.0%
-151.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | -8.7% | +0.1% | -8.7% | -8.7% |
| 3M | +4.8% | +2.0% | +2.8% | +2.9% |
| 6M | -27.3% | +13.0% | -40.3% | -34.3% |
| YTD | -13.5% | +13.5% | -27.0% | -22.3% |
| 1Y | -24.3% | +20.0% | -44.2% | -35.1% |
| 3Y | -54.1% | +77.2% | -131.3% | -73.3% |
| All | -69.9% | +82.0% | -151.9% | -84.1% |
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