-91.2%
SANA vs SPY
+113.1%
-204.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.3% |
| 7D | -21.2% | -2.0% | -19.2% | -17.6% |
| 30D | -18.5% | -1.7% | -16.8% | -15.3% |
| 3M | +9.6% | +4.7% | +4.8% | -0.6% |
| 6M | -6.1% | +12.5% | -18.6% | -26.4% |
| YTD | -24.1% | +11.7% | -35.8% | -39.1% |
| 1Y | +6.2% | +17.5% | -11.3% | -21.6% |
| 3Y | -43.9% | +76.6% | -120.5% | -81.4% |
| 5Y | -87.5% | +82.0% | -169.6% | -95.8% |
| All | -91.2% | +113.1% | -204.3% | -98.0% |
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