-100.0%
SOBR vs SPY
+79.8%
-179.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | +1.9% | -2.0% | +3.9% | +1.6% |
| 30D | -28.3% | -1.7% | -26.6% | -28.4% |
| 3M | -56.0% | +4.7% | -60.7% | -55.8% |
| 6M | -43.4% | +12.5% | -55.9% | -42.7% |
| YTD | -80.0% | +11.7% | -91.7% | -79.7% |
| 1Y | -86.6% | +17.5% | -104.1% | -86.3% |
| 3Y | -100.0% | +76.6% | -176.5% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +79.8% | -179.8% | -100.0% |
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