+27.7%
SAT vs SPY
+81.1%
-53.4%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +2.5% |
| 7D | +2.8% | +5.6% | -2.8% | +2.5% |
| 30D | +2.8% | +5.6% | -2.8% | +2.5% |
| 3M | +2.8% | +5.6% | -2.8% | +2.5% |
| 6M | +4.5% | +14.3% | -9.8% | +4.0% |
| YTD | +5.9% | +12.4% | -6.5% | +5.4% |
| 1Y | +7.0% | +17.0% | -10.0% | +6.5% |
| All | +27.7% | +81.1% | -53.4% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling