-43.1%
SORA vs SPY
+39.3%
-82.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.3% |
| 7D | -9.2% | -0.4% | -8.8% | -8.5% |
| 30D | -23.0% | -1.4% | -21.6% | -20.8% |
| 3M | +2.3% | +3.7% | -1.4% | -5.6% |
| 6M | +19.8% | +13.0% | +6.8% | -8.8% |
| YTD | -28.5% | +12.4% | -40.9% | -44.0% |
| 1Y | -61.6% | +18.5% | -80.1% | -72.5% |
| All | -43.1% | +39.3% | -82.4% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling