-100.0%
SOS vs SPY
+268.6%
-368.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +3.4% |
| 7D | -12.6% | -0.9% | -11.6% | -11.0% |
| 30D | -29.6% | -2.4% | -27.2% | -26.8% |
| 3M | -76.2% | -1.2% | -75.0% | -75.6% |
| 6M | -83.5% | +3.3% | -86.8% | -84.2% |
| YTD | -87.0% | +12.3% | -99.3% | -88.6% |
| 1Y | -88.3% | +12.4% | -100.8% | -89.8% |
| 3Y | -99.7% | +78.8% | -178.5% | -99.8% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| All | -100.0% | +268.6% | -368.6% | -100.0% |
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