-25.6%
SBGI vs SPY
+318.9%
-344.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.6% |
| 7D | -0.8% | -2.0% | +1.2% | +1.4% |
| 30D | +2.9% | -1.7% | +4.5% | +4.8% |
| 3M | -1.0% | +4.7% | -5.7% | -6.4% |
| 6M | +0.2% | +12.5% | -12.3% | -12.6% |
| YTD | -4.8% | +11.7% | -16.5% | -16.5% |
| 1Y | +10.5% | +17.5% | -7.0% | -8.9% |
| 3Y | +66.1% | +76.6% | -10.5% | -13.0% |
| 5Y | -29.8% | +82.0% | -111.8% | -64.4% |
| All | -25.6% | +318.9% | -344.5% | -82.9% |
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