-99.9%
SOAR vs SPY
+83.7%
-183.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.8% |
| 7D | +10.6% | +0.1% | +10.5% | +10.4% |
| 30D | +77.8% | +0.1% | +77.7% | +77.5% |
| 3M | -25.0% | +2.0% | -27.0% | -26.0% |
| 6M | -30.4% | +13.0% | -43.4% | -35.5% |
| YTD | -62.5% | +13.5% | -76.0% | -65.2% |
| 1Y | -82.2% | +20.0% | -102.2% | -83.9% |
| 3Y | -99.9% | +77.2% | -177.1% | -99.9% |
| All | -99.9% | +83.7% | -183.6% | -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 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