-99.9%
SOAR vs SPY
+79.3%
-179.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.1% |
| 7D | -16.2% | -0.6% | -15.6% | -15.6% |
| 30D | -38.4% | -3.7% | -34.7% | -37.1% |
| 3M | +11.7% | -2.7% | +14.4% | +13.2% |
| 6M | +1.6% | +2.2% | -0.6% | 0.0% |
| YTD | -70.2% | +10.8% | -81.0% | -72.0% |
| 1Y | -85.4% | +11.2% | -96.6% | -86.2% |
| 3Y | -99.9% | +76.5% | -176.4% | -99.9% |
| All | -99.9% | +79.3% | -179.2% | -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