+137.5%
SFBC vs SPY
+311.3%
-173.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +1.6% | +0.5% | +1.0% | +1.5% |
| 30D | +3.2% | -0.9% | +4.2% | +3.4% |
| 3M | +14.6% | +3.9% | +10.7% | +13.6% |
| 6M | +16.0% | +14.5% | +1.5% | +12.3% |
| YTD | +11.6% | +12.9% | -1.3% | +8.4% |
| 1Y | +4.1% | +19.4% | -15.3% | -0.3% |
| 3Y | +35.3% | +78.5% | -43.2% | +17.1% |
| 5Y | +20.9% | +81.8% | -60.8% | +3.7% |
| 10Y | +137.5% | +311.5% | -174.0% | +63.8% |
| All | +137.5% | +311.3% | -173.8% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling