-91.0%
SOC vs SPY
+71.5%
-162.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -54.4% | +2.4% | -56.8% | -55.5% |
| 7D | -64.2% | +0.1% | -64.3% | -64.7% |
| 30D | -76.3% | -3.3% | -73.0% | -76.2% |
| 3M | -81.5% | -2.4% | -79.1% | -81.4% |
| 6M | -93.2% | +2.6% | -95.7% | -93.4% |
| YTD | -90.2% | +11.2% | -101.5% | -91.1% |
| 1Y | -83.5% | +13.4% | -96.9% | -85.1% |
| 3Y | -91.6% | +79.9% | -171.5% | -93.2% |
| 5Y | -91.0% | +72.2% | -163.2% | -92.7% |
| All | -91.0% | +71.5% | -162.5% | -92.7% |
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 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