-99.9%
SOBR vs SPY
+322.5%
-422.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -2.4% |
| 7D | -3.0% | -0.8% | -2.2% | -3.7% |
| 30D | -25.6% | -1.1% | -24.5% | -26.3% |
| 3M | -58.4% | +3.9% | -62.3% | -57.1% |
| 6M | -48.8% | +13.6% | -62.4% | -42.8% |
| YTD | -80.6% | +12.7% | -93.3% | -78.5% |
| 1Y | -87.9% | +17.5% | -105.4% | -86.0% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -99.9% | +322.5% | -422.4% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling