+27.5%
SBSI vs SPY
+77.0%
-49.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.7% |
| 7D | -2.3% | -0.8% | -1.5% | -1.8% |
| 30D | -1.2% | -1.1% | -0.2% | -0.5% |
| 3M | -4.6% | +3.9% | -8.5% | -7.3% |
| 6M | +10.1% | +13.6% | -3.5% | 0.0% |
| YTD | +9.2% | +12.7% | -3.5% | -0.2% |
| 1Y | +9.1% | +17.5% | -8.5% | -3.5% |
| 3Y | +27.5% | +76.9% | -49.4% | -21.3% |
| All | +27.5% | +77.0% | -49.5% | -21.3% |
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