-61.7%
SORA vs SPY
+21.3%
-83.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -1.4% |
| 7D | +23.6% | +0.3% | +23.3% | +23.0% |
| 30D | +20.5% | +0.2% | +20.3% | +20.2% |
| 3M | -3.4% | +2.8% | -6.2% | -8.1% |
| 6M | +26.8% | +14.3% | +12.6% | -8.4% |
| YTD | -21.0% | +14.0% | -35.0% | -40.8% |
| All | -61.7% | +21.3% | -83.1% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling