-96.5%
SOUX vs SPY
+26.5%
-123.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -4.0% |
| 7D | -29.0% | +2.6% | -31.5% | -38.7% |
| 30D | -44.3% | -2.0% | -42.3% | -39.3% |
| 3M | -81.7% | -2.8% | -78.9% | -78.7% |
| 6M | -88.3% | +2.1% | -90.4% | -89.4% |
| YTD | -94.2% | +11.5% | -105.7% | -96.7% |
| 1Y | -96.5% | +13.5% | -110.0% | -98.2% |
| All | -96.5% | +26.5% | -123.0% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling