+226.8%
SBGI vs SPY
+2,371.0%
-2,144.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | +1.3% | +2.0% | -0.7% | -1.4% |
| 6M | -4.9% | +13.0% | -17.9% | -17.4% |
| YTD | -4.8% | +13.5% | -18.4% | -17.9% |
| 1Y | +5.7% | +20.0% | -14.3% | -14.6% |
| 3Y | +50.5% | +77.2% | -26.7% | -19.9% |
| 5Y | -34.1% | +81.9% | -116.0% | -65.8% |
| 10Y | -27.1% | +314.1% | -341.2% | -84.3% |
| All | +226.8% | +2,371.0% | -2,144.2% | -77.7% |
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