+28.6%
SOVF vs SPY
+85.5%
-56.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -2.6% | -0.4% | -2.2% | -2.3% |
| 30D | -2.5% | -1.4% | -1.1% | -1.3% |
| 3M | +9.5% | +3.7% | +5.8% | +6.0% |
| 6M | +11.0% | +13.0% | -2.0% | -0.6% |
| YTD | +6.5% | +12.4% | -5.9% | -4.2% |
| 1Y | +1.8% | +18.5% | -16.8% | -12.9% |
| All | +28.6% | +85.5% | -56.9% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling