+18.3%
SPB vs SPY
+308.5%
-290.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | -0.8% | +3.3% | -4.1% | -4.0% |
| 30D | +14.5% | -2.7% | +17.2% | +17.5% |
| 3M | +0.5% | -1.7% | +2.2% | +2.0% |
| 6M | +10.8% | +3.1% | +7.7% | +7.1% |
| YTD | +52.2% | +11.9% | +40.3% | +35.0% |
| 1Y | +70.3% | +12.0% | +58.3% | +50.7% |
| 3Y | +22.3% | +78.2% | -55.9% | -34.3% |
| 5Y | -3.1% | +73.2% | -76.4% | -46.5% |
| All | +18.3% | +308.5% | -290.2% | -72.9% |
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