+23.7%
SAMT vs SPY
+21.3%
+2.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.1% |
| 7D | -0.7% | +0.3% | -1.0% | -1.0% |
| 30D | -2.2% | +0.2% | -2.4% | -2.4% |
| 3M | -7.4% | +2.8% | -10.2% | -9.9% |
| 6M | +8.5% | +14.3% | -5.8% | -4.3% |
| YTD | +11.4% | +14.0% | -2.6% | -1.7% |
| All | +23.7% | +21.3% | +2.4% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling