+703.5%
SAM vs SPY
+1,987.6%
-1,284.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.1% |
| 7D | +13.4% | -4.7% | +18.1% | +16.5% |
| 30D | +32.0% | -5.9% | +38.0% | +36.6% |
| 3M | +21.7% | -4.5% | +26.3% | +24.9% |
| 6M | +9.1% | +1.8% | +7.3% | +7.2% |
| YTD | +15.3% | +8.3% | +7.0% | +8.8% |
| 1Y | +7.4% | +9.3% | -1.9% | +0.7% |
| 3Y | -33.5% | +74.9% | -108.3% | -53.5% |
| 5Y | -55.2% | +67.3% | -122.5% | -67.7% |
| 10Y | +43.5% | +311.6% | -268.1% | -37.4% |
| All | +703.5% | +1,987.6% | -1,284.1% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling