+542.3%
SB vs SPY
+308.5%
+233.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.8% |
| 7D | +14.9% | +3.3% | +11.6% | +10.8% |
| 30D | -6.4% | -2.7% | -3.7% | -3.5% |
| 3M | +9.8% | -1.7% | +11.6% | +11.7% |
| 6M | +12.8% | +3.1% | +9.7% | +8.4% |
| YTD | +72.9% | +11.9% | +61.0% | +51.4% |
| 1Y | +75.5% | +12.0% | +63.5% | +53.4% |
| 3Y | +183.1% | +78.2% | +104.9% | +39.9% |
| 5Y | +168.9% | +73.2% | +95.7% | +36.7% |
| All | +542.3% | +308.5% | +233.8% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling