-13.2%
SOTK vs SPY
+76.5%
-89.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.9% | -0.4% | -5.5% | -5.7% |
| 30D | -8.8% | -1.4% | -7.4% | -8.4% |
| 3M | -10.9% | +3.7% | -14.6% | -11.7% |
| 6M | +21.0% | +13.0% | +8.0% | +18.3% |
| YTD | +12.8% | +12.4% | +0.4% | +10.4% |
| 1Y | +16.8% | +18.5% | -1.7% | +13.6% |
| All | -13.2% | +76.5% | -89.8% | -12.9% |
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