-49.4%
SBC vs SPY
+111.4%
-160.8%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -4.5% | -2.7% | -1.8% | -3.7% |
| 30D | -5.6% | -5.4% | -0.2% | -4.2% |
| 3M | +69.7% | -4.1% | +73.8% | +71.8% |
| 6M | +56.5% | +0.7% | +55.8% | +56.8% |
| YTD | +16.9% | +8.7% | +8.3% | +15.2% |
| 1Y | +63.6% | +10.9% | +52.8% | +60.6% |
| 3Y | -52.8% | +75.0% | -127.8% | -55.3% |
| All | -49.4% | +111.4% | -160.8% | -52.5% |
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