-7.2%
SIBN vs SPY
+207.1%
-214.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.2% |
| 7D | -1.6% | +0.5% | -2.1% | -2.2% |
| 30D | +0.1% | -0.9% | +1.0% | +1.0% |
| 3M | +24.4% | +3.9% | +20.5% | +18.9% |
| 6M | +34.6% | +14.5% | +20.1% | +15.8% |
| YTD | -5.6% | +12.9% | -18.5% | -17.7% |
| 1Y | +15.4% | +19.4% | -3.9% | -5.3% |
| 3Y | -9.8% | +78.5% | -88.3% | -52.6% |
| 5Y | -22.5% | +81.8% | -104.2% | -59.6% |
| All | -7.2% | +207.1% | -214.3% | -70.7% |
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 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