+602.8%
SB vs SPY
+311.3%
+291.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | +2.1% | +0.5% | +1.5% | +1.4% |
| 30D | +18.7% | -0.9% | +19.6% | +19.9% |
| 3M | +40.5% | +3.9% | +36.6% | +34.2% |
| 6M | +49.3% | +14.5% | +34.8% | +27.3% |
| YTD | +90.4% | +12.9% | +77.5% | +65.2% |
| 1Y | +105.8% | +19.4% | +86.4% | +67.3% |
| 3Y | +229.0% | +78.5% | +150.5% | +61.4% |
| 5Y | +176.2% | +81.8% | +94.5% | +31.3% |
| 10Y | +602.8% | +311.5% | +291.3% | -2.1% |
| All | +602.8% | +311.3% | +291.5% | -2.1% |
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 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