-100.0%
SBFM vs SPY
+84.5%
-184.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -56.5% |
| 6M | -90.1% | +13.0% | -103.1% | -91.4% |
| YTD | -90.7% | +13.5% | -104.3% | -92.0% |
| 1Y | -92.0% | +20.0% | -112.0% | -93.5% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +84.5% | -184.5% | -100.0% |
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 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