+698.2%
SANM vs SPY
+322.5%
+375.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.4% | +5.2% |
| 7D | +8.8% | -0.8% | +9.6% | +9.9% |
| 30D | +3.4% | -1.1% | +4.5% | +4.9% |
| 3M | -12.5% | +3.9% | -16.4% | -15.9% |
| 6M | +70.2% | +13.6% | +56.6% | +48.6% |
| YTD | +43.9% | +12.7% | +31.3% | +27.3% |
| 1Y | +83.4% | +17.5% | +65.9% | +55.6% |
| 3Y | +305.9% | +76.9% | +229.0% | +118.7% |
| 5Y | +449.5% | +83.6% | +365.9% | +182.5% |
| All | +698.2% | +322.5% | +375.8% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling