+85.2%
SOBO vs SPY
+37.8%
+47.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +6.1% | -0.9% | +7.0% | +6.4% |
| 3M | +5.6% | +3.9% | +1.7% | +4.1% |
| 6M | +16.3% | +14.5% | +1.7% | +10.1% |
| YTD | +41.6% | +12.9% | +28.7% | +34.7% |
| 1Y | +39.5% | +19.4% | +20.2% | +29.1% |
| All | +85.2% | +37.8% | +47.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling