+111.7%
SPBC vs SPY
+88.2%
+23.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -2.8% | -2.7% | -0.1% | +0.2% |
| 30D | -6.5% | -5.4% | -1.1% | -0.4% |
| 3M | -2.2% | -4.1% | +1.9% | +2.5% |
| 6M | +0.4% | +0.7% | -0.3% | -0.3% |
| YTD | +7.5% | +8.7% | -1.2% | -1.9% |
| 1Y | +8.3% | +10.9% | -2.6% | -3.3% |
| 3Y | +93.5% | +75.0% | +18.5% | +3.1% |
| 5Y | +79.6% | +67.8% | +11.8% | +1.2% |
| All | +111.7% | +88.2% | +23.5% | +5.0% |
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