-86.2%
SOUX vs SPY
+27.6%
-113.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | +0.2% |
| 7D | -9.6% | -0.4% | -9.2% | -7.8% |
| 30D | -27.7% | -1.4% | -26.3% | -20.6% |
| 3M | -29.9% | +3.7% | -33.6% | -41.3% |
| 6M | -60.3% | +13.0% | -73.3% | -79.7% |
| YTD | -77.0% | +12.4% | -89.4% | -87.1% |
| 1Y | -92.4% | +18.5% | -110.9% | -96.6% |
| All | -86.2% | +27.6% | -113.8% | -96.0% |
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 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