-55.5%
SBC vs SPY
+119.6%
-175.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.1% | +7.6% |
| 7D | +6.0% | +0.5% | +5.4% | +5.9% |
| 30D | +44.8% | -0.9% | +45.7% | +45.0% |
| 3M | +49.7% | +3.9% | +45.8% | +48.4% |
| 6M | +19.1% | +14.5% | +4.6% | +15.5% |
| YTD | +2.8% | +12.9% | -10.1% | 0.0% |
| 1Y | -11.2% | +19.4% | -30.6% | -14.3% |
| 3Y | -58.1% | +78.5% | -136.5% | -60.8% |
| All | -55.5% | +119.6% | -175.1% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling