-42.0%
SANA vs SPY
+78.1%
-120.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.2% |
| 7D | -14.8% | +2.6% | -17.4% | -19.2% |
| 30D | -13.3% | -2.0% | -11.3% | -9.2% |
| 3M | -45.0% | -2.8% | -42.2% | -41.1% |
| 6M | -36.9% | +2.1% | -39.0% | -39.1% |
| YTD | -50.4% | +11.5% | -61.9% | -59.7% |
| 1Y | -44.8% | +13.5% | -58.3% | -56.4% |
| 3Y | -42.0% | +77.7% | -119.7% | -82.1% |
| All | -42.0% | +78.1% | -120.0% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling