+4,823.3%
SANM vs SPY
+3,001.8%
+1,821.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -0.4% | +0.1% | -0.4% | -0.3% |
| 3M | -29.2% | +2.0% | -31.1% | -30.5% |
| 6M | +42.2% | +13.0% | +29.2% | +19.5% |
| YTD | +32.3% | +13.5% | +18.7% | +10.5% |
| 1Y | +65.6% | +20.0% | +45.6% | +27.8% |
| 3Y | +254.2% | +77.2% | +177.0% | +46.8% |
| 5Y | +404.6% | +81.9% | +322.7% | +93.7% |
| 10Y | +640.6% | +314.1% | +326.5% | -31.8% |
| All | +4,823.3% | +3,001.8% | +1,821.5% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling