+558.4%
SFBC vs SPY
+661.6%
-103.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +6.6% | -3.3% | +9.9% | +7.3% |
| 3M | -2.6% | -2.4% | -0.2% | -2.3% |
| 6M | +8.4% | +2.6% | +5.8% | +7.8% |
| YTD | +5.3% | +11.2% | -6.0% | +3.1% |
| 1Y | +2.1% | +13.4% | -11.3% | -0.4% |
| 3Y | +32.7% | +79.9% | -47.2% | +18.6% |
| 5Y | +16.3% | +72.2% | -55.9% | +4.1% |
| 10Y | +119.3% | +307.3% | -188.1% | +66.4% |
| All | +558.4% | +661.6% | -103.3% | +363.6% |
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