-51.1%
SOC vs SPY
+98.6%
-149.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | -65.0% | +2.0% | -67.0% | -65.7% |
| 6M | -53.0% | +13.0% | -66.0% | -57.0% |
| YTD | -47.5% | +13.5% | -61.0% | -51.8% |
| 1Y | -79.4% | +20.0% | -99.3% | -81.6% |
| 3Y | -54.0% | +77.2% | -131.2% | -62.1% |
| 5Y | -51.0% | +81.9% | -132.9% | -59.6% |
| All | -51.1% | +98.6% | -149.7% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling