+327.3%
SBI vs SPY
+3,074.3%
-2,746.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -0.1% | +0.5% | -0.7% | -0.2% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | -0.2% | +3.9% | -4.1% | -0.7% |
| 6M | -1.1% | +14.5% | -15.7% | -2.7% |
| YTD | +2.7% | +12.9% | -10.3% | +1.2% |
| 1Y | +3.5% | +19.4% | -15.8% | +1.4% |
| 3Y | +22.6% | +78.5% | -55.9% | +14.3% |
| 5Y | +0.6% | +81.8% | -81.2% | -6.8% |
| 10Y | +11.6% | +311.5% | -299.9% | -5.9% |
| All | +327.3% | +3,074.3% | -2,746.9% | +156.5% |
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