-40.5%
SABS vs SPY
+78.7%
-119.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | -6.9% | -0.9% | -6.0% | -6.3% |
| 3M | +6.8% | +3.9% | +2.9% | +4.3% |
| 6M | -4.2% | +14.5% | -18.7% | -11.8% |
| YTD | -2.9% | +12.9% | -15.9% | -9.9% |
| 1Y | +72.9% | +19.4% | +53.5% | +55.7% |
| 3Y | -40.5% | +78.5% | -118.9% | -44.4% |
| All | -40.5% | +78.7% | -119.2% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling