-7.9%
SANA vs SPY
+18.1%
-26.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | -0.7% |
| 7D | -18.7% | -0.8% | -17.9% | -17.0% |
| 30D | -17.0% | -1.1% | -15.9% | -14.5% |
| 3M | +13.0% | +3.9% | +9.1% | +3.2% |
| 6M | -0.6% | +13.6% | -14.2% | -29.7% |
| YTD | -23.1% | +12.7% | -35.8% | -43.8% |
| 1Y | -7.9% | +17.5% | -25.4% | -40.5% |
| All | -7.9% | +18.1% | -26.1% | -40.5% |
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