-59.1%
SBC vs SPY
+76.5%
-135.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | +2.5% | -0.4% | +2.8% | +2.6% |
| 30D | +40.7% | -1.4% | +42.1% | +41.3% |
| 3M | +45.0% | +3.7% | +41.3% | +43.3% |
| 6M | +12.3% | +13.0% | -0.7% | +8.0% |
| YTD | +0.6% | +12.4% | -11.8% | -3.1% |
| 1Y | -8.4% | +18.5% | -26.9% | -12.7% |
| All | -59.1% | +76.5% | -135.7% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling