-92.0%
SBFM vs SPY
+20.8%
-112.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -14.3% | +0.1% | -14.3% | -14.5% |
| 3M | -55.6% | +2.0% | -57.6% | -56.8% |
| 6M | -90.1% | +13.0% | -103.1% | -91.3% |
| YTD | -90.7% | +13.5% | -104.3% | -91.9% |
| 1Y | -92.0% | +20.0% | -112.0% | -93.2% |
| All | -92.0% | +20.8% | -112.9% | -93.2% |
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