-79.0%
SBIT vs SPY
+49.9%
-128.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +6.2% |
| 7D | +20.4% | +2.6% | +17.8% | +28.4% |
| 30D | +37.2% | -2.0% | +39.1% | +32.2% |
| 3M | -23.9% | -2.8% | -21.2% | -27.4% |
| 6M | +10.9% | +2.1% | +8.8% | +22.4% |
| YTD | +4.5% | +11.5% | -7.0% | +53.0% |
| 1Y | +23.2% | +13.5% | +9.8% | +89.4% |
| All | -79.0% | +49.9% | -128.8% | -11.9% |
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