+243.8%
SBFG vs SPY
+888.7%
-645.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.5% |
| 7D | +5.3% | +2.6% | +2.7% | +4.7% |
| 30D | +2.0% | -2.0% | +4.0% | +2.4% |
| 3M | +10.1% | -2.8% | +12.9% | +10.7% |
| 6M | +38.1% | +2.1% | +36.0% | +37.4% |
| YTD | +37.2% | +11.5% | +25.7% | +34.1% |
| 1Y | +44.0% | +13.5% | +30.5% | +40.3% |
| 3Y | +150.2% | +77.7% | +72.5% | +122.7% |
| 5Y | +90.9% | +72.6% | +18.3% | +69.9% |
| 10Y | +212.2% | +308.2% | -96.0% | +144.4% |
| All | +243.8% | +888.7% | -645.0% | +140.8% |
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 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