-68.5%
SOFX vs SPY
+29.5%
-97.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -0.7% |
| 7D | -9.9% | +2.6% | -12.5% | -20.1% |
| 30D | +11.3% | -2.0% | +13.3% | +24.9% |
| 3M | -38.5% | -2.8% | -35.7% | -26.9% |
| 6M | -22.6% | +2.1% | -24.7% | -22.5% |
| YTD | -78.2% | +11.5% | -89.7% | -85.0% |
| 1Y | -82.6% | +13.5% | -96.1% | -88.7% |
| All | -68.5% | +29.5% | -97.9% | -80.5% |
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