+105.8%
SB vs SPY
+19.4%
+86.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | +2.1% | +0.5% | +1.5% | +1.6% |
| 30D | +18.7% | -0.9% | +19.6% | +19.6% |
| 3M | +40.5% | +3.9% | +36.6% | +35.6% |
| 6M | +49.3% | +14.5% | +34.8% | +29.8% |
| YTD | +90.4% | +12.9% | +77.5% | +67.9% |
| 1Y | +105.8% | +19.4% | +86.4% | +83.1% |
| All | +105.8% | +19.4% | +86.4% | +83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling