+26.2%
SPB vs SPY
+82.0%
-55.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -1.7% | +0.1% | -1.7% | -1.7% |
| 3M | +8.9% | +2.0% | +6.9% | +6.8% |
| 6M | +16.2% | +13.0% | +3.1% | +3.8% |
| YTD | +52.4% | +13.5% | +38.9% | +35.3% |
| 1Y | +62.7% | +20.0% | +42.8% | +36.6% |
| 3Y | +13.7% | +77.2% | -63.5% | -35.2% |
| All | +26.2% | +82.0% | -55.9% | -29.5% |
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