+54.4%
SOR vs SPY
+82.0%
-27.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +3.3% | +2.0% | +1.3% | +2.1% |
| 6M | -0.2% | +13.0% | -13.2% | -6.9% |
| YTD | +5.2% | +13.5% | -8.3% | -2.1% |
| 1Y | +9.8% | +20.0% | -10.2% | -1.0% |
| 3Y | +50.5% | +77.2% | -26.7% | +6.8% |
| All | +54.4% | +82.0% | -27.6% | +7.1% |
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