-53.8%
SOC vs SPY
+78.7%
-132.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.9% |
| 7D | +1.7% | +0.5% | +1.1% | +1.0% |
| 30D | +2.1% | -0.9% | +3.0% | +3.0% |
| 3M | -63.0% | +3.9% | -66.9% | -65.6% |
| 6M | -66.2% | +14.5% | -80.8% | -72.8% |
| YTD | -46.2% | +12.9% | -59.2% | -55.6% |
| 1Y | -78.0% | +19.4% | -97.4% | -83.1% |
| 3Y | -53.8% | +78.5% | -132.2% | -69.7% |
| All | -53.8% | +78.7% | -132.5% | -69.7% |
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