+298.6%
SANM vs SPY
+74.6%
+224.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +0.7% |
| 7D | +10.8% | -0.9% | +11.7% | +12.6% |
| 30D | -25.5% | -2.4% | -23.1% | -22.7% |
| 3M | -21.5% | -1.2% | -20.3% | -19.5% |
| 6M | -35.1% | +3.3% | -38.4% | -36.4% |
| YTD | +6.1% | +12.3% | -6.2% | -5.1% |
| 1Y | -5.9% | +12.4% | -18.3% | -15.5% |
| 3Y | +233.7% | +78.8% | +154.9% | +87.0% |
| 5Y | +298.6% | +75.2% | +223.5% | +123.3% |
| All | +298.6% | +74.6% | +224.0% | +123.3% |
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