-18.8%
SAR vs SPY
+74.6%
-93.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -0.2% |
| 7D | -7.1% | -0.9% | -6.2% | -6.6% |
| 30D | -13.5% | -2.4% | -11.2% | -12.4% |
| 3M | -32.1% | -1.2% | -31.0% | -31.7% |
| 6M | -36.9% | +3.3% | -40.2% | -38.1% |
| YTD | -37.0% | +12.3% | -49.3% | -41.1% |
| 1Y | -32.6% | +12.4% | -45.0% | -37.0% |
| 3Y | -21.0% | +78.8% | -99.8% | -43.7% |
| 5Y | -18.8% | +75.2% | -93.9% | -43.7% |
| All | -18.8% | +74.6% | -93.4% | -43.7% |
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