+281.1%
SBS vs SPY
+318.9%
-37.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.3% |
| 7D | +3.7% | -2.0% | +5.7% | +5.7% |
| 30D | +5.8% | -1.7% | +7.4% | +7.4% |
| 3M | -0.7% | +4.7% | -5.5% | -5.2% |
| 6M | -6.6% | +12.5% | -19.1% | -16.7% |
| YTD | +12.1% | +11.7% | +0.4% | +0.7% |
| 1Y | +15.7% | +17.5% | -1.7% | -1.0% |
| 3Y | +144.2% | +76.6% | +67.6% | +33.9% |
| 5Y | +357.9% | +82.0% | +275.9% | +134.6% |
| All | +281.1% | +318.9% | -37.8% | -25.4% |
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 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