+427.8%
SANM vs SPY
+81.0%
+346.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.9% |
| 7D | +9.8% | -0.4% | +10.2% | +10.3% |
| 30D | +3.5% | -1.4% | +4.9% | +5.4% |
| 3M | -14.9% | +3.7% | -18.6% | -18.0% |
| 6M | +64.6% | +13.0% | +51.6% | +44.4% |
| YTD | +37.4% | +12.4% | +25.0% | +21.6% |
| 1Y | +75.1% | +18.5% | +56.5% | +47.1% |
| 3Y | +289.8% | +77.6% | +212.2% | +117.5% |
| 5Y | +427.8% | +81.7% | +346.1% | +184.9% |
| All | +427.8% | +81.0% | +346.8% | +184.9% |
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