-99.7%
SOS vs SPY
+74.5%
-174.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.4% | -6.7% | -4.3% |
| 7D | -14.4% | -4.7% | -9.7% | -7.2% |
| 30D | -42.5% | -5.9% | -36.6% | -36.6% |
| 3M | -76.5% | -4.5% | -72.0% | -74.6% |
| 6M | -84.0% | +1.8% | -85.8% | -84.4% |
| YTD | -86.8% | +8.3% | -95.1% | -88.1% |
| 1Y | -87.7% | +9.3% | -97.1% | -89.1% |
| All | -99.7% | +74.5% | -174.2% | -99.8% |
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