-20.7%
SAMG vs SPY
+82.0%
-102.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.4% | +0.1% | +0.3% | +0.3% |
| 3M | -7.3% | +2.0% | -9.3% | -8.7% |
| 6M | -32.1% | +13.0% | -45.1% | -37.9% |
| YTD | -30.7% | +13.5% | -44.3% | -36.9% |
| 1Y | -32.8% | +20.0% | -52.8% | -41.2% |
| 3Y | -37.4% | +77.2% | -114.6% | -58.8% |
| All | -20.7% | +82.0% | -102.7% | -51.1% |
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