-53.0%
SOPH vs SPY
+86.9%
-139.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +2.5% |
| 7D | -2.7% | -0.8% | -2.0% | -1.9% |
| 30D | +4.0% | -1.1% | +5.0% | +5.3% |
| 3M | +51.3% | +3.9% | +47.5% | +46.0% |
| 6M | +74.9% | +13.6% | +61.3% | +52.8% |
| YTD | +68.5% | +12.7% | +55.8% | +49.2% |
| 1Y | +145.9% | +17.5% | +128.4% | +108.7% |
| 3Y | +221.2% | +76.9% | +144.3% | +72.0% |
| 5Y | -53.7% | +83.6% | -137.3% | -76.5% |
| All | -53.0% | +86.9% | -139.9% | -76.6% |
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