+64.6%
SABS vs SPY
+20.8%
+43.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -1.8% | +0.1% | -2.0% | -2.0% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +7.2% | +2.0% | +5.2% | +4.5% |
| 6M | -5.3% | +13.0% | -18.4% | -15.7% |
| YTD | -0.5% | +13.5% | -14.1% | -12.5% |
| 1Y | +64.6% | +20.0% | +44.6% | +39.9% |
| All | +64.6% | +20.8% | +43.8% | +39.9% |
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