-56.3%
SOFX vs SPY
+30.5%
-86.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.9% | -5.1% |
| 7D | -6.3% | -0.4% | -6.0% | -4.3% |
| 30D | -12.2% | -1.4% | -10.8% | -4.5% |
| 3M | -3.3% | +3.7% | -7.0% | -13.9% |
| 6M | -35.7% | +13.0% | -48.7% | -60.0% |
| YTD | -69.7% | +12.4% | -82.1% | -80.4% |
| 1Y | -74.8% | +18.5% | -93.4% | -85.8% |
| All | -56.3% | +30.5% | -86.8% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling