-8.4%
SIBN vs SPY
+206.4%
-214.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.5% |
| 7D | -0.6% | -0.8% | +0.1% | +0.2% |
| 30D | -3.3% | -1.1% | -2.2% | -2.2% |
| 3M | +21.4% | +3.9% | +17.5% | +16.1% |
| 6M | +30.8% | +13.6% | +17.2% | +13.4% |
| YTD | -6.8% | +12.7% | -19.5% | -18.6% |
| 1Y | +12.6% | +17.5% | -4.9% | -6.0% |
| 3Y | -14.9% | +76.9% | -91.9% | -54.9% |
| 5Y | -19.0% | +83.6% | -102.6% | -58.2% |
| All | -8.4% | +206.4% | -214.8% | -71.0% |
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 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