-58.6%
SBC vs SPY
+120.8%
-179.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +35.1% | +0.1% | +35.0% | +35.1% |
| 3M | +34.6% | +2.0% | +32.6% | +34.1% |
| 6M | +8.1% | +13.0% | -4.9% | +5.2% |
| YTD | -4.4% | +13.5% | -18.0% | -7.1% |
| 1Y | +1.2% | +20.0% | -18.7% | -2.4% |
| 3Y | -61.2% | +77.2% | -138.4% | -63.7% |
| All | -58.6% | +120.8% | -179.5% | -61.7% |
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