-45.3%
SOFA vs SPY
+10.3%
-55.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -3.1% |
| 7D | -10.4% | -0.8% | -9.6% | -6.9% |
| 30D | -10.2% | -1.1% | -9.2% | -4.1% |
| 3M | -2.6% | +3.9% | -6.5% | -13.5% |
| 6M | -30.3% | +13.6% | -44.0% | -52.2% |
| All | -45.3% | +10.3% | -55.6% | -58.1% |
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