-97.0%
SABS vs SPY
+109.8%
-206.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +4.8% | +3.3% | +1.5% | +2.3% |
| 30D | +14.9% | -2.7% | +17.6% | +17.4% |
| 3M | -18.9% | -1.7% | -17.2% | -17.8% |
| 6M | -14.9% | +3.1% | -18.0% | -16.3% |
| YTD | -17.6% | +11.9% | -29.5% | -23.6% |
| 1Y | -9.7% | +12.0% | -21.7% | -16.3% |
| 3Y | -68.2% | +78.2% | -146.4% | -78.7% |
| 5Y | -96.7% | +73.2% | -169.9% | -97.9% |
| All | -97.0% | +109.8% | -206.8% | -98.1% |
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