+354.9%
SBR vs SPY
+322.5%
+32.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.6% |
| 30D | +3.4% | -1.1% | +4.5% | +4.1% |
| 3M | +1.8% | +3.9% | -2.1% | -0.8% |
| 6M | +3.8% | +13.6% | -9.8% | -4.8% |
| YTD | +14.1% | +12.7% | +1.5% | +5.1% |
| 1Y | +4.3% | +17.5% | -13.2% | -6.5% |
| 3Y | +50.5% | +76.9% | -26.4% | +1.7% |
| 5Y | +190.7% | +83.6% | +107.1% | +87.7% |
| All | +354.9% | +322.5% | +32.4% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling