-87.5%
SANA vs SPY
+79.8%
-167.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.2% |
| 3M | +9.6% | +4.7% | +4.8% | -0.7% |
| 6M | -6.1% | +12.5% | -18.6% | -26.6% |
| YTD | -24.1% | +11.7% | -35.8% | -39.2% |
| 1Y | +6.2% | +17.5% | -11.3% | -21.9% |
| 3Y | -43.9% | +76.6% | -120.5% | -81.6% |
| 5Y | -87.5% | +82.0% | -169.6% | -95.7% |
| All | -87.5% | +79.8% | -167.3% | -95.7% |
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