-89.0%
SANA vs SPY
+116.6%
-205.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | +9.7% | +0.1% | +9.6% | +9.8% |
| 3M | +30.1% | +2.0% | +28.1% | +24.8% |
| 6M | +0.8% | +13.0% | -12.2% | -21.6% |
| YTD | -5.4% | +13.5% | -18.9% | -26.8% |
| 1Y | +29.2% | +20.0% | +9.2% | -8.9% |
| 3Y | -27.9% | +77.2% | -105.1% | -76.3% |
| 5Y | -84.4% | +81.9% | -166.3% | -94.7% |
| All | -89.0% | +116.6% | -205.6% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling