+7.3%
SBSI vs SPY
+82.3%
-74.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 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% | -7.0% |
| 6M | +10.1% | +13.6% | -3.5% | +1.1% |
| YTD | +9.2% | +12.7% | -3.5% | +0.8% |
| 1Y | +9.1% | +17.5% | -8.5% | -2.1% |
| 3Y | +27.5% | +76.9% | -49.4% | -11.0% |
| All | +7.3% | +82.3% | -74.9% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling