+155.9%
SO vs SPY
+311.3%
-155.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | -3.2% | -0.9% | -2.3% | -2.8% |
| 3M | -1.7% | +3.9% | -5.6% | -3.8% |
| 6M | -7.2% | +14.5% | -21.7% | -13.9% |
| YTD | +4.6% | +12.9% | -8.4% | -2.4% |
| 1Y | +1.2% | +19.4% | -18.2% | -8.5% |
| 3Y | +45.3% | +78.5% | -33.2% | +1.0% |
| 5Y | +58.7% | +81.8% | -23.0% | +7.0% |
| 10Y | +155.9% | +311.5% | -155.7% | +1.8% |
| All | +155.9% | +311.3% | -155.5% | +1.8% |
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 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