+50.2%
SBSI vs SPY
+322.5%
-272.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -1.7% |
| 30D | -1.2% | -1.1% | -0.2% | -0.4% |
| 3M | -4.6% | +3.9% | -8.5% | -7.8% |
| 6M | +10.1% | +13.6% | -3.5% | -1.5% |
| YTD | +9.2% | +12.7% | -3.5% | -1.6% |
| 1Y | +9.1% | +17.5% | -8.5% | -5.2% |
| 3Y | +27.5% | +76.9% | -49.4% | -22.3% |
| 5Y | +7.9% | +83.6% | -75.7% | -37.4% |
| All | +50.2% | +322.5% | -272.2% | -67.0% |
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