-24.4%
SBGI vs SPY
+307.0%
-331.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.2% |
| 7D | +10.7% | +2.6% | +8.1% | +7.6% |
| 30D | +22.3% | -2.0% | +24.3% | +24.5% |
| 3M | +7.9% | -2.8% | +10.7% | +10.8% |
| 6M | +11.8% | +2.1% | +9.6% | +8.1% |
| YTD | +4.3% | +11.5% | -7.2% | -8.8% |
| 1Y | -0.7% | +13.5% | -14.2% | -14.9% |
| 3Y | +43.3% | +77.7% | -34.4% | -26.6% |
| 5Y | -21.0% | +72.6% | -93.6% | -57.8% |
| All | -24.4% | +307.0% | -331.4% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling