+29.8%
SAMG vs SPY
+313.2%
-283.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +0.4% | +0.1% | +0.3% | +0.3% |
| 3M | -7.3% | +2.0% | -9.3% | -9.5% |
| 6M | -32.1% | +13.0% | -45.1% | -40.2% |
| YTD | -30.7% | +13.5% | -44.3% | -39.3% |
| 1Y | -32.8% | +20.0% | -52.8% | -44.4% |
| 3Y | -37.4% | +77.2% | -114.6% | -65.6% |
| 5Y | -20.8% | +81.9% | -102.7% | -58.5% |
| All | +29.8% | +313.2% | -283.4% | -72.8% |
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