+1,301.9%
SBSI vs SPY
+1,008.5%
+293.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | +1.0% | -1.4% | +2.4% | +2.1% |
| 3M | -4.1% | +3.7% | -7.8% | -7.0% |
| 6M | +7.5% | +13.0% | -5.5% | -2.9% |
| YTD | +8.6% | +12.4% | -3.8% | -1.5% |
| 1Y | +9.8% | +18.5% | -8.7% | -4.7% |
| 3Y | +26.2% | +77.6% | -51.5% | -21.4% |
| 5Y | +6.4% | +81.7% | -75.3% | -36.1% |
| 10Y | +50.5% | +319.7% | -269.1% | -53.7% |
| All | +1,301.9% | +1,008.5% | +293.4% | +152.3% |
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 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