-21.3%
SB vs SPY
+650.4%
-671.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | -1.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.6% |
| 30D | -15.4% | -3.3% | -12.0% | -11.9% |
| 3M | -4.0% | -2.4% | -1.6% | -1.4% |
| 6M | +4.7% | +2.6% | +2.2% | +0.9% |
| YTD | +53.9% | +11.2% | +42.7% | +34.5% |
| 1Y | +55.2% | +13.4% | +41.8% | +32.4% |
| 3Y | +156.0% | +79.9% | +76.1% | +20.5% |
| 5Y | +128.4% | +72.2% | +56.3% | +12.0% |
| 10Y | +560.1% | +307.3% | +252.8% | +11.7% |
| All | -21.3% | +650.4% | -671.7% | -94.0% |
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