+65.8%
SANM vs SPY
+17.2%
+48.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | +0.1% |
| 7D | +3.9% | -2.0% | +5.9% | +9.0% |
| 30D | +0.3% | -1.7% | +1.9% | +4.5% |
| 3M | -12.1% | +4.7% | -16.8% | -20.6% |
| 6M | +63.7% | +12.5% | +51.2% | +29.3% |
| YTD | +35.5% | +11.7% | +23.8% | +8.8% |
| 1Y | +65.8% | +17.5% | +48.3% | +9.6% |
| All | +65.8% | +17.2% | +48.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling