-100.0%
SOS vs SPY
+72.2%
-172.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -12.9% |
| 7D | -18.1% | -0.6% | -17.5% | -16.9% |
| 30D | -41.7% | -3.7% | -38.0% | -37.4% |
| 3M | -78.2% | -2.7% | -75.5% | -76.9% |
| 6M | -84.9% | +2.2% | -87.1% | -85.4% |
| YTD | -87.6% | +10.8% | -98.5% | -89.4% |
| 1Y | -88.5% | +11.2% | -99.8% | -90.2% |
| 3Y | -99.7% | +76.5% | -176.2% | -99.9% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +72.2% | -172.2% | -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