+89.8%
SBTU vs SPY
+14.8%
+75.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.4% | +5.7% |
| 7D | +3.2% | -0.8% | +4.0% | +6.9% |
| 30D | +1,821.3% | -1.1% | +1,822.4% | +1,952.7% |
| 3M | +2,170.7% | +3.9% | +2,166.8% | +1,662.2% |
| 6M | +896.9% | +13.6% | +883.3% | +352.4% |
| YTD | +481.6% | +12.7% | +468.9% | +209.5% |
| All | +89.8% | +14.8% | +75.0% | -5.1% |
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