0.0%
SB vs SPY
+666.0%
-666.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +7.6% | +0.1% | +7.5% | +7.4% |
| 30D | +21.2% | +0.1% | +21.2% | +21.1% |
| 3M | +46.1% | +2.0% | +44.1% | +42.1% |
| 6M | +43.4% | +13.0% | +30.4% | +23.2% |
| YTD | +95.5% | +13.5% | +82.0% | +67.0% |
| 1Y | +113.7% | +20.0% | +93.7% | +70.6% |
| 3Y | +224.1% | +77.2% | +146.9% | +55.8% |
| 5Y | +172.8% | +81.9% | +90.9% | +25.2% |
| 10Y | +770.4% | +314.1% | +456.3% | +45.5% |
| All | 0.0% | +666.0% | -666.0% | -92.5% |
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