+409.0%
SANM vs SPY
+307.0%
+102.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.3% |
| 7D | +17.5% | +2.6% | +15.0% | +14.1% |
| 30D | -18.5% | -2.0% | -16.6% | -16.1% |
| 3M | -23.4% | -2.8% | -20.6% | -19.9% |
| 6M | -33.7% | +2.1% | -35.8% | -34.0% |
| YTD | +5.5% | +11.5% | -6.0% | -4.8% |
| 1Y | +2.4% | +13.5% | -11.0% | -9.0% |
| 3Y | +232.1% | +77.7% | +154.4% | +79.8% |
| 5Y | +294.5% | +72.6% | +221.9% | +120.0% |
| All | +409.0% | +307.0% | +102.0% | -2.0% |
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