+3,138.0%
SBS vs SPY
+1,009.2%
+2,128.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | -5.2% | +0.1% | -5.2% | -5.3% |
| 3M | -6.2% | +2.0% | -8.2% | -8.4% |
| 6M | -11.1% | +13.0% | -24.1% | -22.6% |
| YTD | +8.6% | +13.5% | -5.0% | -6.1% |
| 1Y | +15.5% | +20.0% | -4.5% | -6.3% |
| 3Y | +130.6% | +77.2% | +53.4% | +14.7% |
| 5Y | +315.6% | +81.9% | +233.7% | +91.5% |
| 10Y | +245.6% | +314.1% | -68.5% | -40.2% |
| All | +3,138.0% | +1,009.2% | +2,128.9% | +115.8% |
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