-59.7%
SOFA vs SPY
+9.2%
-68.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -1.7% |
| 7D | -10.3% | +2.6% | -12.9% | -20.1% |
| 30D | +11.8% | -2.0% | +13.8% | +25.3% |
| 3M | -37.2% | -2.8% | -34.4% | -25.4% |
| 6M | -18.3% | +2.1% | -20.5% | -17.4% |
| All | -59.7% | +9.2% | -68.9% | -66.7% |
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