-42.0%
SORA vs SPY
+38.5%
-80.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +3.0% |
| 7D | -7.9% | -2.0% | -5.9% | -4.3% |
| 30D | -27.2% | -1.7% | -25.6% | -24.7% |
| 3M | +1.6% | +4.7% | -3.1% | -8.1% |
| 6M | +25.4% | +12.5% | +12.9% | -3.8% |
| YTD | -27.2% | +11.7% | -38.9% | -42.3% |
| 1Y | -62.1% | +17.5% | -79.6% | -72.4% |
| All | -42.0% | +38.5% | -80.5% | -66.0% |
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