-96.6%
SABS vs SPY
+110.7%
-207.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.8% |
| 7D | -7.2% | -0.4% | -6.8% | -6.9% |
| 30D | -7.9% | -1.4% | -6.6% | -7.0% |
| 3M | +3.6% | +3.7% | -0.1% | +1.2% |
| 6M | -9.4% | +13.0% | -22.4% | -16.6% |
| YTD | -7.0% | +12.4% | -19.3% | -14.1% |
| 1Y | +63.4% | +18.5% | +44.8% | +45.9% |
| 3Y | -43.0% | +77.6% | -120.6% | -61.8% |
| 5Y | -96.5% | +81.7% | -178.2% | -97.8% |
| All | -96.6% | +110.7% | -207.3% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling