+240.3%
SPB vs SPY
+2,954.7%
-2,714.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | +3.9% | -2.7% | +6.6% | +5.5% |
| 30D | +12.6% | -5.4% | +18.0% | +16.2% |
| 3M | -1.3% | -4.1% | +2.8% | +1.0% |
| 6M | +3.1% | +0.7% | +2.4% | +2.7% |
| YTD | +49.3% | +8.7% | +40.6% | +42.4% |
| 1Y | +62.4% | +10.9% | +51.5% | +53.0% |
| 3Y | +20.0% | +75.0% | -55.0% | -12.3% |
| 5Y | +0.9% | +67.8% | -66.9% | -24.0% |
| 10Y | +19.0% | +312.9% | -293.9% | -39.5% |
| All | +240.3% | +2,954.7% | -2,714.4% | -26.3% |
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