-96.3%
SABS vs SPY
+112.9%
-209.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.8% | +0.1% | -2.0% | -1.9% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | +7.2% | +2.0% | +5.2% | +5.9% |
| 6M | -5.3% | +13.0% | -18.4% | -12.9% |
| YTD | -0.5% | +13.5% | -14.1% | -8.8% |
| 1Y | +64.6% | +20.0% | +44.6% | +45.6% |
| 3Y | -49.2% | +77.2% | -126.4% | -65.9% |
| 5Y | -96.3% | +81.9% | -178.2% | -97.6% |
| All | -96.3% | +112.9% | -209.2% | -97.7% |
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