+47.6%
SOYB vs SPY
+322.5%
-274.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.4% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +9.0% | -1.1% | +10.0% | +9.1% |
| 3M | +14.0% | +3.9% | +10.2% | +13.5% |
| 6M | +11.2% | +13.6% | -2.4% | +9.5% |
| YTD | +25.8% | +12.7% | +13.1% | +23.9% |
| 1Y | +24.4% | +17.5% | +6.9% | +21.9% |
| 3Y | -3.8% | +76.9% | -80.8% | -10.4% |
| 5Y | +22.9% | +83.6% | -60.6% | +13.8% |
| All | +47.6% | +322.5% | -274.8% | +18.7% |
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