+219.9%
SBSW vs SPY
+535.6%
-315.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | +10.6% | +0.5% | +10.1% | +10.1% |
| 30D | +21.2% | -0.9% | +22.2% | +22.5% |
| 3M | +32.7% | +3.9% | +28.8% | +28.5% |
| 6M | -5.9% | +14.5% | -20.4% | -16.2% |
| YTD | -6.8% | +12.9% | -19.8% | -15.6% |
| 1Y | +47.2% | +19.4% | +27.8% | +26.9% |
| 3Y | +146.6% | +78.5% | +68.2% | +48.4% |
| 5Y | +5.2% | +81.8% | -76.5% | -38.2% |
| 10Y | +12.9% | +311.5% | -298.6% | -58.3% |
| All | +219.9% | +535.6% | -315.8% | -7.8% |
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