+8.8%
SIBN vs SPY
+72.1%
-63.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | -3.3% | +2.6% | -5.9% | -5.9% |
| 30D | +20.4% | -2.0% | +22.4% | +23.1% |
| 3M | +23.7% | -2.8% | +26.5% | +27.6% |
| 6M | +65.5% | +2.1% | +63.4% | +60.9% |
| YTD | +18.9% | +11.5% | +7.4% | +4.5% |
| 1Y | +35.8% | +13.5% | +22.3% | +17.0% |
| 3Y | +47.1% | +77.7% | -30.6% | -26.1% |
| All | +8.8% | +72.1% | -63.3% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling