-62.1%
SORA vs SPY
+17.2%
-79.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.9% |
| 7D | -7.9% | -2.0% | -5.9% | -4.6% |
| 30D | -27.2% | -1.7% | -25.6% | -24.9% |
| 3M | +1.6% | +4.7% | -3.1% | -7.9% |
| 6M | +25.4% | +12.5% | +12.9% | -7.0% |
| YTD | -27.2% | +11.7% | -38.9% | -43.3% |
| 1Y | -62.1% | +17.5% | -79.6% | -73.5% |
| All | -62.1% | +17.2% | -79.3% | -73.5% |
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 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