+1,235.3%
SOTK vs SPY
+801.0%
+434.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | -8.6% | -0.8% | -7.8% | -8.4% |
| 30D | -12.1% | -1.1% | -11.0% | -11.8% |
| 3M | -12.9% | +3.9% | -16.8% | -13.7% |
| 6M | +7.7% | +13.6% | -5.9% | +4.4% |
| YTD | +11.1% | +12.7% | -1.5% | +7.9% |
| 1Y | +12.5% | +17.5% | -5.0% | +8.0% |
| 3Y | -14.5% | +76.9% | -91.4% | -26.7% |
| 5Y | +33.4% | +83.6% | -50.2% | +12.7% |
| 10Y | +329.0% | +320.7% | +8.3% | +189.6% |
| All | +1,235.3% | +801.0% | +434.3% | +655.2% |
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