+247.4%
SPB vs SPY
+3,091.8%
-2,844.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 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% | +7.7% |
| 6M | +16.2% | +13.0% | +3.1% | +8.6% |
| YTD | +52.4% | +13.5% | +38.9% | +41.9% |
| 1Y | +62.7% | +20.0% | +42.8% | +46.6% |
| 3Y | +13.7% | +77.2% | -63.5% | -17.4% |
| 5Y | +26.6% | +81.9% | -55.2% | -8.7% |
| 10Y | +9.0% | +314.1% | -305.1% | -45.0% |
| All | +247.4% | +3,091.8% | -2,844.3% | -26.6% |
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