+289.7%
SBS vs SPY
+307.0%
-17.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.0% |
| 7D | +2.3% | +2.6% | -0.3% | -0.1% |
| 30D | -23.4% | -2.0% | -21.4% | -22.1% |
| 3M | +5.1% | -2.8% | +7.9% | +7.8% |
| 6M | -16.2% | +2.1% | -18.3% | -18.1% |
| YTD | +3.7% | +11.5% | -7.8% | -6.8% |
| 1Y | -6.9% | +13.5% | -20.4% | -17.8% |
| 3Y | +107.3% | +77.7% | +29.6% | +12.9% |
| 5Y | +314.5% | +72.6% | +241.9% | +127.9% |
| All | +289.7% | +307.0% | -17.3% | -15.6% |
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