+115.9%
SRBK vs SPY
+77.6%
+38.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -1.6% | -1.4% | -0.2% | -1.3% |
| 3M | +4.7% | +3.7% | +1.0% | +3.7% |
| 6M | +17.2% | +13.0% | +4.2% | +13.6% |
| YTD | +25.5% | +12.4% | +13.1% | +21.8% |
| 1Y | +32.7% | +18.5% | +14.2% | +27.2% |
| All | +115.9% | +77.6% | +38.3% | +80.6% |
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