-64.8%
SOFX vs SPY
+30.4%
-95.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -7.3% |
| 7D | -13.5% | -0.9% | -12.6% | -9.1% |
| 30D | +7.5% | -2.4% | +9.8% | +23.3% |
| 3M | -28.2% | -1.2% | -27.1% | -21.1% |
| 6M | -23.8% | +3.3% | -27.1% | -27.9% |
| YTD | -75.6% | +12.3% | -87.9% | -83.8% |
| 1Y | -84.0% | +12.4% | -96.4% | -89.0% |
| All | -64.8% | +30.4% | -95.2% | -79.0% |
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