+108.2%
SBRA vs SPY
+72.1%
+36.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.3% | +2.6% | -3.9% | -2.4% |
| 30D | +8.2% | -2.0% | +10.2% | +9.0% |
| 3M | +4.5% | -2.8% | +7.3% | +5.6% |
| 6M | +1.2% | +2.1% | -0.9% | -0.2% |
| YTD | +14.5% | +11.5% | +3.0% | +8.0% |
| 1Y | +18.0% | +13.5% | +4.5% | +10.2% |
| 3Y | +80.6% | +77.7% | +3.0% | +25.0% |
| All | +108.2% | +72.1% | +36.1% | +48.3% |
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