-82.8%
SBIT vs SPY
+51.1%
-133.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | -0.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.9% |
| 30D | -36.5% | -1.4% | -35.1% | -38.5% |
| 3M | -42.7% | +3.7% | -46.4% | -36.1% |
| 6M | -34.5% | +13.0% | -47.5% | -6.5% |
| YTD | -14.4% | +12.4% | -26.8% | +25.0% |
| 1Y | +21.4% | +18.5% | +2.9% | +105.3% |
| All | -82.8% | +51.1% | -133.9% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling