+13.3%
SOYB vs SPY
+730.0%
-716.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +11.1% | -0.9% | +12.0% | +11.2% |
| 3M | +15.3% | +3.9% | +11.4% | +14.6% |
| 6M | +14.0% | +14.5% | -0.6% | +11.6% |
| YTD | +27.3% | +12.9% | +14.3% | +24.8% |
| 1Y | +25.9% | +19.4% | +6.6% | +22.5% |
| 3Y | -2.3% | +78.5% | -80.8% | -11.0% |
| 5Y | +24.9% | +81.8% | -56.9% | +13.0% |
| 10Y | +48.1% | +311.5% | -263.4% | +12.1% |
| All | +13.3% | +730.0% | -716.7% | -34.1% |
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