+137.4%
SPLB vs SPY
+1,346.4%
-1,209.1%
-34.5%
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% | +0.1% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | -3.3% | +2.0% | -5.3% | -3.5% |
| 6M | -4.0% | +13.0% | -17.0% | -4.8% |
| YTD | -2.1% | +13.5% | -15.7% | -3.0% |
| 1Y | -1.0% | +20.0% | -20.9% | -2.2% |
| 3Y | +12.3% | +77.2% | -64.9% | +8.3% |
| 5Y | -15.6% | +81.9% | -97.5% | -19.0% |
| 10Y | +14.1% | +314.1% | -300.0% | +14.5% |
| All | +137.4% | +1,346.4% | -1,209.1% | +168.8% |
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 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