-92.7%
SBFM vs SPY
+17.1%
-109.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.9% |
| 7D | -2.7% | -2.0% | -0.7% | -0.6% |
| 30D | -12.2% | -1.7% | -10.5% | -10.6% |
| 3M | -49.5% | +4.7% | -54.3% | -51.6% |
| 6M | -90.9% | +12.5% | -103.4% | -91.9% |
| YTD | -91.2% | +11.7% | -102.9% | -92.1% |
| All | -92.7% | +17.1% | -109.8% | -93.0% |
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