-96.9%
SABS vs SPY
+110.5%
-207.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.3% |
| 7D | -2.2% | -0.9% | -1.3% | -1.4% |
| 30D | +9.9% | -2.4% | +12.2% | +12.0% |
| 3M | -17.3% | -1.2% | -16.1% | -16.5% |
| 6M | -16.4% | +3.3% | -19.7% | -17.9% |
| YTD | -16.8% | +12.3% | -29.1% | -23.1% |
| 1Y | -4.9% | +12.4% | -17.3% | -12.1% |
| 3Y | -67.9% | +78.8% | -146.7% | -78.6% |
| 5Y | -96.7% | +75.2% | -171.8% | -97.9% |
| All | -96.9% | +110.5% | -207.5% | -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