-44.8%
SOFA vs SPY
+10.1%
-54.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -4.8% |
| 7D | -6.1% | -0.4% | -5.7% | -4.1% |
| 30D | -11.3% | -1.4% | -9.9% | -3.8% |
| 3M | -0.1% | +3.7% | -3.8% | -10.1% |
| 6M | -32.0% | +13.0% | -45.0% | -52.2% |
| All | -44.8% | +10.1% | -54.9% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling