-55.2%
SOPH vs SPY
+79.8%
-135.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -8.3% | -2.0% | -6.3% | -6.3% |
| 30D | 0.0% | -1.7% | +1.7% | +1.9% |
| 3M | +45.8% | +4.7% | +41.0% | +39.3% |
| 6M | +69.5% | +12.5% | +57.0% | +49.7% |
| YTD | +63.0% | +11.7% | +51.2% | +45.6% |
| 1Y | +129.9% | +17.5% | +112.4% | +95.3% |
| 3Y | +205.6% | +76.6% | +129.1% | +64.4% |
| 5Y | -55.2% | +82.0% | -137.2% | -76.7% |
| All | -55.2% | +79.8% | -135.0% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling