-100.0%
SOS vs SPY
+256.7%
-356.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.7% | +5.5% |
| 7D | +1.6% | -2.7% | +4.3% | +5.8% |
| 30D | -35.9% | -5.4% | -30.5% | -30.5% |
| 3M | -75.6% | -4.1% | -71.5% | -74.0% |
| 6M | -82.4% | +0.7% | -83.1% | -82.5% |
| YTD | -86.0% | +8.7% | -94.6% | -87.2% |
| 1Y | -86.8% | +10.9% | -97.7% | -88.3% |
| 3Y | -99.6% | +75.0% | -174.6% | -99.8% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +256.7% | -356.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling