+44.0%
SBFG vs SPY
+12.1%
+32.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +5.3% | +2.6% | +2.7% | +3.9% |
| 30D | +2.0% | -2.0% | +4.0% | +3.1% |
| 3M | +10.1% | -2.8% | +12.9% | +11.7% |
| 6M | +38.1% | +2.1% | +36.0% | +36.2% |
| YTD | +37.2% | +11.5% | +25.7% | +28.4% |
| 1Y | +44.0% | +13.5% | +30.5% | +31.9% |
| All | +44.0% | +12.1% | +32.0% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling