+10.5%
SPB vs SPY
+311.3%
-300.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.6% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | -2.4% | -0.9% | -1.5% | -1.4% |
| 3M | +8.0% | +3.9% | +4.2% | +3.9% |
| 6M | +15.6% | +14.5% | +1.1% | +0.7% |
| YTD | +50.7% | +12.9% | +37.8% | +32.8% |
| 1Y | +61.7% | +19.4% | +42.3% | +34.0% |
| 3Y | +15.2% | +78.5% | -63.2% | -38.2% |
| 5Y | +5.9% | +81.8% | -75.9% | -44.4% |
| 10Y | +10.5% | +311.5% | -301.0% | -75.9% |
| All | +10.5% | +311.3% | -300.8% | -75.9% |
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