+617.7%
SFBS vs SPY
+398.7%
+219.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +11.1% | +2.0% | +9.1% | +8.4% |
| 6M | +8.9% | +13.0% | -4.1% | -4.8% |
| YTD | +22.0% | +13.5% | +8.4% | +6.1% |
| 1Y | -0.4% | +20.0% | -20.3% | -18.3% |
| 3Y | +58.9% | +77.2% | -18.3% | -12.8% |
| 5Y | +28.2% | +81.9% | -53.7% | -32.3% |
| 10Y | +277.1% | +314.1% | -37.0% | -15.8% |
| All | +617.7% | +398.7% | +219.1% | +38.0% |
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