+60.8%
SABS vs SPY
+18.1%
+42.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.4% |
| 7D | -8.3% | -0.8% | -7.6% | -7.4% |
| 30D | -10.3% | -1.1% | -9.2% | -9.0% |
| 3M | +0.9% | +3.9% | -3.0% | -3.4% |
| 6M | -25.5% | +13.6% | -39.2% | -34.2% |
| YTD | -8.8% | +12.7% | -21.5% | -19.2% |
| 1Y | +60.8% | +17.5% | +43.3% | +38.6% |
| All | +60.8% | +18.1% | +42.7% | +38.6% |
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