+582.9%
SFBS vs SPY
+389.7%
+193.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.6% | +2.6% | -3.2% | -3.3% |
| 30D | +7.3% | -2.0% | +9.3% | +9.2% |
| 3M | -10.3% | -2.8% | -7.6% | -8.0% |
| 6M | +9.2% | +2.1% | +7.1% | +5.9% |
| YTD | +16.0% | +11.5% | +4.6% | +2.5% |
| 1Y | +17.9% | +13.5% | +4.4% | +2.2% |
| 3Y | +80.6% | +77.7% | +2.9% | -1.6% |
| 5Y | +4.8% | +72.6% | -67.8% | -41.6% |
| 10Y | +201.4% | +308.2% | -106.7% | -32.0% |
| All | +582.9% | +389.7% | +193.2% | +33.3% |
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