+89.2%
SBRA vs SPY
+322.5%
-233.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.2% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | +3.2% | -1.1% | +4.2% | +4.0% |
| 3M | +12.7% | +3.9% | +8.8% | +8.6% |
| 6M | +2.3% | +13.6% | -11.3% | -9.5% |
| YTD | +13.2% | +12.7% | +0.6% | +0.5% |
| 1Y | +13.9% | +17.5% | -3.6% | -3.1% |
| 3Y | +92.0% | +76.9% | +15.1% | +4.6% |
| 5Y | +86.2% | +83.6% | +2.6% | -4.7% |
| All | +89.2% | +322.5% | -233.3% | -60.2% |
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