+2,264.2%
SBAC vs SPY
+825.9%
+1,438.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -2.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.1% |
| 30D | +3.1% | -2.4% | +5.5% | +5.3% |
| 3M | +5.1% | -1.2% | +6.3% | +6.1% |
| 6M | -11.4% | +3.3% | -14.7% | -15.3% |
| YTD | +0.2% | +12.3% | -12.1% | -12.7% |
| 1Y | -3.9% | +12.4% | -16.4% | -16.5% |
| 3Y | -7.7% | +78.8% | -86.5% | -53.8% |
| 5Y | -39.7% | +75.2% | -114.9% | -69.6% |
| 10Y | +111.9% | +311.1% | -199.2% | -63.5% |
| All | +2,264.2% | +825.9% | +1,438.3% | +64.1% |
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 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