+30.3%
SAMG vs SPY
+307.0%
-276.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +5.1% | +2.6% | +2.5% | +2.5% |
| 30D | +9.9% | -2.0% | +11.9% | +11.5% |
| 3M | +12.7% | -2.8% | +15.5% | +15.1% |
| 6M | -2.8% | +2.1% | -4.9% | -5.8% |
| YTD | -21.9% | +11.5% | -33.4% | -30.8% |
| 1Y | -13.8% | +13.5% | -27.2% | -24.9% |
| 3Y | -16.6% | +77.7% | -94.3% | -54.6% |
| 5Y | -14.4% | +72.6% | -87.0% | -52.7% |
| All | +30.3% | +307.0% | -276.7% | -71.3% |
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