+64.9%
SPBO vs SPY
+655.3%
-590.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | -1.2% | +2.0% | -3.2% | -1.3% |
| 6M | -1.6% | +13.0% | -14.6% | -2.3% |
| YTD | -0.3% | +13.5% | -13.9% | -1.1% |
| 1Y | +1.2% | +20.0% | -18.7% | +0.1% |
| 3Y | +16.9% | +77.2% | -60.2% | +13.1% |
| 5Y | +0.2% | +81.9% | -81.7% | -3.6% |
| 10Y | +26.9% | +314.1% | -287.2% | +23.8% |
| All | +64.9% | +655.3% | -590.5% | +69.5% |
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 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