-99.9%
SOAR vs SPY
+81.9%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -8.7% | -0.4% | -8.3% | -8.5% |
| 30D | +22.9% | -1.4% | +24.2% | +23.6% |
| 3M | +4.0% | +3.7% | +0.3% | +2.0% |
| 6M | -34.5% | +13.0% | -47.5% | -39.2% |
| YTD | -67.2% | +12.4% | -79.6% | -69.4% |
| 1Y | -85.0% | +18.5% | -103.6% | -86.3% |
| 3Y | -99.9% | +77.6% | -177.5% | -99.9% |
| All | -99.9% | +81.9% | -181.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling