+34.1%
SATL vs SPY
+20.8%
+13.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +1.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.7% |
| 30D | -3.7% | +0.1% | -3.8% | -3.7% |
| 3M | -43.0% | +2.0% | -45.0% | -45.7% |
| 6M | +37.3% | +13.0% | +24.3% | -5.6% |
| YTD | +148.1% | +13.5% | +134.6% | +67.3% |
| 1Y | +34.1% | +20.0% | +14.1% | -21.3% |
| All | +34.1% | +20.8% | +13.3% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling