+69.8%
SAMT vs SPY
+85.2%
-15.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -0.3% |
| 7D | -0.7% | +0.1% | -0.7% | -0.8% |
| 30D | -4.4% | -3.3% | -1.1% | -1.9% |
| 3M | -7.1% | -2.4% | -4.7% | -5.4% |
| 6M | -8.4% | +2.6% | -10.9% | -10.2% |
| YTD | +5.2% | +11.2% | -6.0% | -3.0% |
| 1Y | +8.7% | +13.4% | -4.7% | -1.2% |
| 3Y | +85.0% | +79.9% | +5.1% | +19.2% |
| All | +69.8% | +85.2% | -15.4% | +6.2% |
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