+78.2%
SAMT vs SPY
+88.0%
-9.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | -2.5% | -0.9% | -1.6% | -1.8% |
| 3M | -5.6% | +3.9% | -9.4% | -8.3% |
| 6M | +9.2% | +14.5% | -5.3% | -1.5% |
| YTD | +10.5% | +12.9% | -2.5% | +0.7% |
| 1Y | +20.3% | +19.4% | +1.0% | +5.3% |
| 3Y | +87.8% | +78.5% | +9.3% | +21.7% |
| All | +78.2% | +88.0% | -9.8% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling