+16.3%
SPAB vs SPY
+315.0%
-298.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +2.1% | -3.3% | +5.4% | +2.2% |
| 3M | -0.4% | -2.4% | +2.1% | -0.3% |
| 6M | -0.9% | +2.6% | -3.5% | -1.0% |
| YTD | -0.3% | +11.2% | -11.6% | -0.5% |
| 1Y | 0.0% | +13.4% | -13.4% | -0.3% |
| 3Y | +15.3% | +79.9% | -64.6% | +14.1% |
| 5Y | -1.5% | +72.2% | -73.7% | -2.8% |
| 10Y | +16.3% | +307.3% | -291.0% | +19.2% |
| All | +16.3% | +315.0% | -298.7% | +19.2% |
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