+32.8%
SATL vs SPY
+17.2%
+15.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -3.8% |
| 7D | +1.5% | -2.0% | +3.5% | +8.4% |
| 30D | -18.3% | -1.7% | -16.6% | -13.5% |
| 3M | -25.2% | +4.7% | -29.9% | -34.9% |
| 6M | +51.6% | +12.5% | +39.1% | +4.6% |
| YTD | +151.3% | +11.7% | +139.6% | +78.5% |
| 1Y | +32.8% | +17.5% | +15.3% | -23.3% |
| All | +32.8% | +17.2% | +15.5% | -23.3% |
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