+107.3%
SBS vs SPY
+78.1%
+29.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.9% |
| 7D | +2.3% | +2.6% | -0.3% | +0.9% |
| 30D | -23.4% | -2.0% | -21.4% | -22.6% |
| 3M | +5.1% | -2.8% | +7.9% | +6.7% |
| 6M | -16.2% | +2.1% | -18.3% | -17.2% |
| YTD | +3.7% | +11.5% | -7.8% | -2.3% |
| 1Y | -6.9% | +13.5% | -20.4% | -13.0% |
| 3Y | +107.3% | +77.7% | +29.6% | +32.6% |
| All | +107.3% | +78.1% | +29.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling