-22.6%
SOEZ vs SPY
+14.5%
-37.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.8% | +3.4% |
| 7D | -3.8% | +0.3% | -4.1% | -4.3% |
| 30D | +42.6% | +0.2% | +42.4% | +41.9% |
| 3M | +48.4% | +2.8% | +45.7% | +39.7% |
| 6M | +27.7% | +14.3% | +13.5% | -4.6% |
| YTD | -12.1% | +14.0% | -26.0% | -30.9% |
| All | -22.6% | +14.5% | -37.1% | -39.1% |
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