-26.2%
SBC vs SPY
+116.8%
-143.0%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +37.6% | -0.4% | +38.0% | +37.7% |
| 7D | +45.8% | +2.6% | +43.2% | +44.8% |
| 30D | +40.5% | -2.0% | +42.5% | +41.3% |
| 3M | +130.4% | -2.8% | +133.2% | +132.2% |
| 6M | +127.6% | +2.1% | +125.4% | +126.8% |
| YTD | +70.5% | +11.5% | +59.0% | +66.7% |
| 1Y | +118.8% | +13.5% | +105.3% | +113.2% |
| 3Y | -30.9% | +77.7% | -108.6% | -35.1% |
| All | -26.2% | +116.8% | -143.0% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling