+244.5%
SBFG vs SPY
+907.0%
-662.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | +13.8% | +0.1% | +13.7% | +13.7% |
| 3M | +36.5% | +2.0% | +34.5% | +35.9% |
| 6M | +47.2% | +13.0% | +34.2% | +43.5% |
| YTD | +37.5% | +13.5% | +23.9% | +33.9% |
| 1Y | +40.0% | +20.0% | +20.0% | +34.8% |
| 3Y | +129.7% | +77.2% | +52.5% | +104.4% |
| 5Y | +102.1% | +81.9% | +20.2% | +78.1% |
| 10Y | +231.0% | +314.1% | -83.0% | +158.3% |
| All | +244.5% | +907.0% | -662.5% | +140.4% |
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