-80.8%
SABR vs SPY
+81.0%
-161.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.4% |
| 7D | +2.4% | -0.4% | +2.8% | +3.0% |
| 30D | +3.4% | -1.4% | +4.8% | +6.2% |
| 3M | +28.9% | +3.7% | +25.2% | +20.4% |
| 6M | +31.3% | +13.0% | +18.3% | +4.2% |
| YTD | +57.4% | +12.4% | +45.0% | +27.1% |
| 1Y | +20.9% | +18.5% | +2.4% | -12.4% |
| 3Y | -57.5% | +77.6% | -135.1% | -85.4% |
| 5Y | -80.8% | +81.7% | -162.4% | -93.3% |
| All | -80.8% | +81.0% | -161.7% | -93.3% |
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