+17.5%
SPLB vs SPY
+312.9%
-295.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +0.8% |
| 30D | +3.7% | -5.4% | +9.1% | +4.8% |
| 3M | -0.9% | -4.1% | +3.1% | -0.2% |
| 6M | -3.5% | +0.7% | -4.2% | -3.7% |
| YTD | -2.7% | +8.7% | -11.4% | -4.4% |
| 1Y | -3.4% | +10.9% | -14.3% | -5.5% |
| 3Y | +17.2% | +75.0% | -57.8% | +4.6% |
| 5Y | -17.2% | +67.8% | -85.0% | -26.3% |
| All | +17.5% | +312.9% | -295.3% | +4.0% |
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 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