+245.0%
SBGI vs SPY
+2,335.1%
-2,090.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | +2.9% | +3.3% | -0.4% | -0.7% |
| 30D | +15.2% | -2.7% | +17.9% | +18.3% |
| 3M | +6.9% | -1.7% | +8.7% | +8.5% |
| 6M | +8.4% | +3.1% | +5.3% | +3.8% |
| YTD | +0.5% | +11.9% | -11.4% | -12.3% |
| 1Y | -6.3% | +12.0% | -18.2% | -18.3% |
| 3Y | +32.1% | +78.2% | -46.0% | -31.1% |
| 5Y | -23.9% | +73.2% | -97.1% | -58.6% |
| 10Y | -23.8% | +309.6% | -333.4% | -83.5% |
| All | +245.0% | +2,335.1% | -2,090.1% | -76.1% |
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