+120.8%
SBFG vs SPY
+76.5%
+44.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.0% | -0.4% | +3.3% | +3.1% |
| 30D | +10.0% | -1.4% | +11.4% | +10.6% |
| 3M | +27.6% | +3.7% | +23.9% | +25.7% |
| 6M | +44.4% | +13.0% | +31.4% | +37.5% |
| YTD | +33.1% | +12.4% | +20.7% | +27.0% |
| 1Y | +37.9% | +18.5% | +19.4% | +29.0% |
| All | +120.8% | +76.5% | +44.2% | +93.8% |
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 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