-100.0%
SOS vs SPY
+82.0%
-182.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.0% |
| 7D | -13.4% | +0.1% | -13.5% | -13.5% |
| 30D | +0.5% | +0.1% | +0.5% | +0.6% |
| 3M | -26.4% | +2.0% | -28.3% | -29.0% |
| 6M | -46.8% | +13.0% | -59.8% | -56.7% |
| YTD | -43.3% | +13.5% | -56.9% | -54.0% |
| 1Y | -38.0% | +20.0% | -57.9% | -53.9% |
| 3Y | -98.8% | +77.2% | -176.0% | -99.6% |
| All | -100.0% | +82.0% | -182.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling