+594.4%
SFBC vs SPY
+677.4%
-83.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +2.1% | +0.1% | +2.0% | +2.1% |
| 3M | +14.5% | +2.0% | +12.5% | +14.0% |
| 6M | +12.8% | +13.0% | -0.2% | +10.3% |
| YTD | +11.0% | +13.5% | -2.5% | +8.4% |
| 1Y | +2.7% | +20.0% | -17.3% | -0.8% |
| 3Y | +34.0% | +77.2% | -43.2% | +20.1% |
| 5Y | +19.1% | +81.9% | -62.8% | +5.6% |
| 10Y | +136.9% | +314.1% | -177.1% | +79.3% |
| All | +594.4% | +677.4% | -83.0% | +387.4% |
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 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