-87.6%
SOC vs SPY
+12.1%
-99.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -0.4% | +18.1% | +17.4% |
| 7D | -62.2% | +2.6% | -64.8% | -60.2% |
| 30D | -78.3% | -2.0% | -76.3% | -77.4% |
| 3M | -81.9% | -2.8% | -79.1% | -81.2% |
| 6M | -94.4% | +2.1% | -96.6% | -94.0% |
| YTD | -91.9% | +11.5% | -103.4% | -90.8% |
| 1Y | -87.6% | +13.5% | -101.1% | -86.4% |
| All | -87.6% | +12.1% | -99.7% | -86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling