+58.0%
SAMG vs SPY
+470.6%
-412.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -3.0% |
| 7D | -4.5% | -2.7% | -1.8% | -2.2% |
| 30D | +4.3% | -5.4% | +9.7% | +9.4% |
| 3M | +7.6% | -4.1% | +11.7% | +11.2% |
| 6M | -15.6% | +0.7% | -16.3% | -17.1% |
| YTD | -25.7% | +8.7% | -34.4% | -32.3% |
| 1Y | -16.3% | +10.9% | -27.2% | -25.2% |
| 3Y | -24.6% | +75.0% | -99.6% | -57.4% |
| 5Y | -18.1% | +67.8% | -85.9% | -52.5% |
| 10Y | +50.0% | +312.9% | -262.8% | -63.5% |
| All | +58.0% | +470.6% | -412.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling