-21.8%
SBGI vs SPY
+72.2%
-94.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.6% |
| 7D | +12.2% | -0.6% | +12.8% | +12.6% |
| 30D | +18.7% | -3.7% | +22.4% | +23.1% |
| 3M | +11.8% | -2.7% | +14.5% | +14.6% |
| 6M | +9.7% | +2.2% | +7.5% | +6.0% |
| YTD | +4.1% | +10.8% | -6.7% | -8.2% |
| 1Y | -1.6% | +11.2% | -12.8% | -13.7% |
| 3Y | +36.9% | +76.5% | -39.5% | -30.9% |
| 5Y | -21.8% | +72.9% | -94.8% | -62.2% |
| All | -21.8% | +72.2% | -94.0% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling