+185.9%
SOCL vs SPY
+682.6%
-496.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -4.3% |
| 30D | -7.0% | -2.0% | -5.0% | -5.1% |
| 3M | -11.3% | -2.8% | -8.5% | -8.6% |
| 6M | -13.1% | +2.1% | -15.2% | -15.1% |
| YTD | -26.1% | +11.5% | -37.6% | -34.2% |
| 1Y | -26.0% | +13.5% | -39.5% | -35.4% |
| 3Y | +11.0% | +77.7% | -66.7% | -40.6% |
| 5Y | -33.5% | +72.6% | -106.1% | -62.7% |
| 10Y | +84.6% | +308.2% | -223.5% | -58.7% |
| All | +185.9% | +682.6% | -496.7% | -68.6% |
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