-24.6%
SAMG vs SPY
+75.1%
-99.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | -4.5% | -2.7% | -1.8% | -3.1% |
| 30D | +4.3% | -5.4% | +9.7% | +7.4% |
| 3M | +7.6% | -4.1% | +11.7% | +9.8% |
| 6M | -15.6% | +0.7% | -16.3% | -16.7% |
| YTD | -25.7% | +8.7% | -34.4% | -30.5% |
| 1Y | -16.3% | +10.9% | -27.2% | -22.8% |
| 3Y | -24.6% | +75.0% | -99.6% | -58.2% |
| All | -24.6% | +75.1% | -99.7% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling