-24.3%
SOEZ vs SPY
+13.5%
-37.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +2.6% |
| 7D | +2.9% | +0.5% | +2.3% | +1.6% |
| 30D | +40.0% | -0.9% | +40.9% | +43.3% |
| 3M | +55.0% | +3.9% | +51.1% | +41.0% |
| 6M | +24.7% | +14.5% | +10.2% | -9.8% |
| YTD | -14.0% | +12.9% | -26.9% | -30.8% |
| All | -24.3% | +13.5% | -37.8% | -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 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