+3,980.1%
SANM vs SPY
+2,956.8%
+1,023.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.9% |
| 7D | +26.3% | +3.3% | +23.0% | +20.2% |
| 30D | -22.3% | -2.7% | -19.7% | -18.4% |
| 3M | -21.3% | -1.7% | -19.5% | -18.2% |
| 6M | -30.3% | +3.1% | -33.3% | -32.0% |
| YTD | +9.6% | +11.9% | -2.3% | -5.5% |
| 1Y | -3.1% | +12.0% | -15.1% | -16.0% |
| 3Y | +244.7% | +78.2% | +166.5% | +43.2% |
| 5Y | +309.9% | +73.2% | +236.6% | +71.9% |
| 10Y | +439.3% | +309.6% | +129.6% | -49.0% |
| All | +3,980.1% | +2,956.8% | +1,023.4% | -50.2% |
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