+129.1%
SBLK vs SPY
+82.3%
+46.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | -3.9% | -0.8% | -3.1% | -3.2% |
| 30D | +15.2% | -1.1% | +16.3% | +16.2% |
| 3M | +20.6% | +3.9% | +16.7% | +16.9% |
| 6M | +40.4% | +13.6% | +26.8% | +26.6% |
| YTD | +73.0% | +12.7% | +60.3% | +56.9% |
| 1Y | +74.2% | +17.5% | +56.7% | +52.6% |
| 3Y | +118.7% | +76.9% | +41.8% | +34.5% |
| All | +129.1% | +82.3% | +46.8% | +40.0% |
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