-90.6%
SANA vs SPY
+72.1%
-162.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.3% |
| 7D | -14.8% | +2.6% | -17.4% | -19.4% |
| 30D | -13.3% | -2.0% | -11.3% | -9.1% |
| 3M | -45.0% | -2.8% | -42.2% | -41.0% |
| 6M | -36.9% | +2.1% | -39.0% | -39.3% |
| YTD | -50.4% | +11.5% | -61.9% | -60.0% |
| 1Y | -44.8% | +13.5% | -58.3% | -56.8% |
| 3Y | -42.0% | +77.7% | -119.7% | -81.5% |
| All | -90.6% | +72.1% | -162.7% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling