+29.4%
SAMG vs SPY
+311.8%
-282.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.5% |
| 7D | +0.6% | -0.9% | +1.6% | +1.3% |
| 30D | +7.3% | -2.4% | +9.7% | +9.3% |
| 3M | +12.2% | -1.2% | +13.4% | +12.8% |
| 6M | -13.5% | +3.3% | -16.8% | -17.0% |
| YTD | -23.3% | +12.3% | -35.6% | -32.5% |
| 1Y | -14.9% | +12.4% | -27.3% | -25.2% |
| 3Y | -21.3% | +78.8% | -100.1% | -57.4% |
| 5Y | -15.7% | +75.2% | -90.9% | -54.1% |
| 10Y | +29.4% | +311.1% | -281.7% | -71.6% |
| All | +29.4% | +311.8% | -282.4% | -71.6% |
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