+155.8%
SOR vs SPY
+312.5%
-156.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -0.8% | -0.4% | -0.5% | -0.6% |
| 30D | -0.7% | -1.4% | +0.6% | +0.1% |
| 3M | +3.3% | +3.7% | -0.4% | +0.8% |
| 6M | +0.6% | +13.0% | -12.4% | -7.1% |
| YTD | +4.3% | +12.4% | -8.1% | -3.5% |
| 1Y | +7.9% | +18.5% | -10.6% | -3.6% |
| 3Y | +52.7% | +77.6% | -25.0% | +3.0% |
| 5Y | +54.5% | +81.7% | -27.2% | +1.6% |
| 10Y | +155.8% | +319.7% | -163.9% | -10.5% |
| All | +155.8% | +312.5% | -156.7% | -10.5% |
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