-53.1%
SATL vs SPY
+111.5%
-164.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | -3.7% | +0.1% | -3.8% | -3.6% |
| 3M | -43.0% | +2.0% | -45.0% | -43.6% |
| 6M | +37.3% | +13.0% | +24.3% | +20.9% |
| YTD | +148.1% | +13.5% | +134.6% | +118.5% |
| 1Y | +34.1% | +20.0% | +14.1% | +13.4% |
| 3Y | +199.4% | +77.2% | +122.2% | +95.1% |
| 5Y | -52.9% | +81.9% | -134.8% | -70.4% |
| All | -53.1% | +111.5% | -164.6% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling