+13,613.7%
SBR vs SPY
+3,074.3%
+10,539.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +4.1% | -0.9% | +5.0% | +4.5% |
| 3M | -2.9% | +3.9% | -6.8% | -4.7% |
| 6M | +5.6% | +14.5% | -8.9% | -0.8% |
| YTD | +13.6% | +12.9% | +0.7% | +7.3% |
| 1Y | +7.4% | +19.4% | -11.9% | -1.0% |
| 3Y | +45.4% | +78.5% | -33.1% | +11.9% |
| 5Y | +198.3% | +81.8% | +116.5% | +126.1% |
| 10Y | +340.8% | +311.5% | +29.3% | +141.5% |
| All | +13,613.7% | +3,074.3% | +10,539.4% | +4,086.8% |
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