+254.9%
SBGI vs SPY
+2,343.7%
-2,088.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.2% |
| 7D | +6.4% | -0.9% | +7.3% | +7.2% |
| 30D | +19.2% | -2.4% | +21.6% | +22.0% |
| 3M | +11.7% | -1.2% | +12.8% | +12.6% |
| 6M | +8.9% | +3.3% | +5.6% | +4.1% |
| YTD | +3.4% | +12.3% | -8.9% | -10.2% |
| 1Y | -2.6% | +12.4% | -15.1% | -15.5% |
| 3Y | +36.0% | +78.8% | -42.9% | -29.4% |
| 5Y | -22.5% | +75.2% | -97.7% | -58.3% |
| 10Y | -21.6% | +311.1% | -332.7% | -83.1% |
| All | +254.9% | +2,343.7% | -2,088.8% | -75.5% |
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