-44.5%
SANA vs SPY
+75.5%
-120.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.3% |
| 7D | -21.2% | -2.0% | -19.2% | -17.8% |
| 30D | -18.5% | -1.7% | -16.8% | -15.4% |
| 3M | +9.6% | +4.7% | +4.8% | -0.2% |
| 6M | -6.1% | +12.5% | -18.6% | -25.9% |
| YTD | -24.1% | +11.7% | -35.8% | -38.6% |
| 1Y | +6.2% | +17.5% | -11.3% | -20.6% |
| All | -44.5% | +75.5% | -120.0% | -79.2% |
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 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