+116.9%
SPBC vs SPY
+92.7%
+24.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | -0.2% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -4.2% | -3.3% | -0.8% | -0.4% |
| 3M | -0.5% | -2.4% | +1.9% | +2.3% |
| 6M | +2.7% | +2.6% | +0.1% | -0.1% |
| YTD | +10.1% | +11.2% | -1.1% | -2.1% |
| 1Y | +10.6% | +13.4% | -2.7% | -3.7% |
| 3Y | +97.2% | +79.9% | +17.3% | +1.9% |
| 5Y | +82.1% | +72.2% | +9.9% | -0.4% |
| All | +116.9% | +92.7% | +24.2% | +4.8% |
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