-82.2%
SOAR vs SPY
+20.8%
-103.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.2% |
| 7D | +10.8% | +0.1% | +10.7% | +10.5% |
| 30D | +78.1% | +0.1% | +78.0% | +77.6% |
| 3M | -24.9% | +2.0% | -26.9% | -26.7% |
| 6M | -30.3% | +13.0% | -43.3% | -45.3% |
| YTD | -62.4% | +13.5% | -76.0% | -70.9% |
| 1Y | -82.2% | +20.0% | -102.2% | -88.3% |
| All | -82.2% | +20.8% | -103.0% | -88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling