+39.7%
SBRA vs SPY
+950.7%
-911.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +19.4% | +2.0% | +17.4% | +16.9% |
| 6M | +5.7% | +13.0% | -7.3% | -5.1% |
| YTD | +14.7% | +13.5% | +1.1% | +2.3% |
| 1Y | +15.7% | +20.0% | -4.3% | -1.6% |
| 3Y | +98.5% | +77.2% | +21.3% | +18.3% |
| 5Y | +88.1% | +81.9% | +6.2% | +8.0% |
| 10Y | +81.6% | +314.1% | -232.5% | -43.8% |
| All | +39.7% | +950.7% | -911.0% | -83.4% |
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