+2,281.7%
SBAC vs SPY
+813.9%
+1,467.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +3.6% | -0.6% | +4.2% | +4.1% |
| 30D | +4.9% | -3.7% | +8.6% | +8.7% |
| 3M | +6.5% | -2.7% | +9.2% | +9.3% |
| 6M | -11.1% | +2.2% | -13.3% | -14.1% |
| YTD | +0.9% | +10.8% | -9.9% | -10.8% |
| 1Y | -1.6% | +11.2% | -12.8% | -13.4% |
| 3Y | -7.0% | +76.5% | -83.5% | -52.9% |
| 5Y | -39.2% | +72.9% | -112.2% | -68.9% |
| 10Y | +111.4% | +304.8% | -193.4% | -63.0% |
| All | +2,281.7% | +813.9% | +1,467.8% | +67.7% |
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