+6.1%
SBSW vs SPY
+80.7%
-74.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | -4.2% | -2.0% | -2.2% | -1.8% |
| 30D | +18.5% | -1.7% | +20.1% | +21.0% |
| 3M | +38.4% | +4.7% | +33.7% | +31.8% |
| 6M | -10.2% | +12.5% | -22.7% | -20.1% |
| YTD | -9.2% | +11.7% | -21.0% | -18.1% |
| 1Y | +49.9% | +17.5% | +32.4% | +28.5% |
| 3Y | +140.3% | +76.6% | +63.8% | +37.5% |
| All | +6.1% | +80.7% | -74.7% | -44.4% |
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