+176.8%
SBIO vs SPY
+344.9%
-168.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.8% |
| 7D | -6.5% | -0.8% | -5.7% | -5.6% |
| 30D | -6.6% | -1.1% | -5.5% | -5.5% |
| 3M | +21.5% | +3.9% | +17.6% | +16.0% |
| 6M | +22.4% | +13.6% | +8.8% | +5.7% |
| YTD | +23.6% | +12.7% | +10.9% | +7.6% |
| 1Y | +71.9% | +17.5% | +54.4% | +42.6% |
| 3Y | +119.7% | +76.9% | +42.8% | +12.8% |
| 5Y | +42.3% | +83.6% | -41.3% | -29.5% |
| 10Y | +185.3% | +320.7% | -135.4% | -52.3% |
| All | +176.8% | +344.9% | -168.1% | -56.8% |
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