-49.3%
SATL vs SPY
+81.0%
-130.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -6.1% |
| 7D | +5.5% | -0.4% | +5.9% | +5.9% |
| 30D | -6.4% | -1.4% | -5.0% | -4.7% |
| 3M | -22.3% | +3.7% | -26.0% | -25.0% |
| 6M | +57.4% | +13.0% | +44.4% | +38.0% |
| YTD | +166.8% | +12.4% | +154.4% | +137.0% |
| 1Y | +34.1% | +18.5% | +15.6% | +14.4% |
| 3Y | +239.5% | +77.6% | +161.8% | +118.9% |
| 5Y | -49.3% | +81.7% | -131.0% | -68.3% |
| All | -49.3% | +81.0% | -130.3% | -68.3% |
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 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