-87.0%
SABR vs SPY
+400.0%
-486.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | +10.4% | +2.6% | +7.8% | +5.9% |
| 30D | +4.5% | -2.0% | +6.5% | +8.2% |
| 3M | -15.8% | -2.8% | -13.1% | -11.8% |
| 6M | +8.1% | +2.1% | +6.0% | +4.6% |
| YTD | +36.8% | +11.5% | +25.3% | +14.4% |
| 1Y | +6.3% | +13.5% | -7.2% | -13.9% |
| 3Y | -44.5% | +77.7% | -122.2% | -78.3% |
| 5Y | -80.0% | +72.6% | -152.7% | -91.2% |
| 10Y | -91.7% | +308.2% | -399.9% | -98.7% |
| All | -87.0% | +400.0% | -486.9% | -98.4% |
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