-14.7%
SAMG vs SPY
+74.0%
-88.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +1.7% | +3.3% | -1.6% | -0.4% |
| 30D | +6.2% | -2.7% | +8.9% | +7.8% |
| 3M | +13.5% | -1.7% | +15.3% | +14.5% |
| 6M | -7.4% | +3.1% | -10.5% | -9.9% |
| YTD | -22.3% | +11.9% | -34.2% | -28.8% |
| 1Y | -15.4% | +12.0% | -27.4% | -22.5% |
| 3Y | -20.2% | +78.2% | -98.4% | -47.8% |
| 5Y | -14.7% | +73.2% | -88.0% | -46.5% |
| All | -14.7% | +74.0% | -88.8% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling