+119.7%
SBIO vs SPY
+77.0%
+42.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.7% |
| 7D | -6.5% | -0.8% | -5.7% | -5.7% |
| 30D | -6.6% | -1.1% | -5.5% | -5.6% |
| 3M | +21.5% | +3.9% | +17.6% | +16.6% |
| 6M | +22.4% | +13.6% | +8.8% | +7.0% |
| YTD | +23.6% | +12.7% | +10.9% | +8.8% |
| 1Y | +71.9% | +17.5% | +54.4% | +45.1% |
| 3Y | +119.7% | +76.9% | +42.8% | +12.9% |
| All | +119.7% | +77.0% | +42.7% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling