+112.5%
SBH vs SPY
+691.4%
-578.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +5.8% | +0.1% | +5.7% | +5.7% |
| 3M | +39.4% | +2.0% | +37.4% | +36.0% |
| 6M | +8.2% | +13.0% | -4.8% | -6.4% |
| YTD | +17.1% | +13.5% | +3.6% | +0.6% |
| 1Y | +18.2% | +20.0% | -1.8% | -4.7% |
| 3Y | +60.0% | +77.2% | -17.2% | -18.3% |
| 5Y | -5.5% | +81.9% | -87.4% | -52.8% |
| 10Y | -39.7% | +314.1% | -353.8% | -88.3% |
| All | +112.5% | +691.4% | -578.9% | -80.5% |
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