-40.8%
SOFI vs CCJ
-26.2%
-14.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.9% | +4.3% |
| 7D | +1.4% | -14.5% | +15.9% | +10.4% |
| 30D | +9.2% | -18.1% | +27.2% | +21.5% |
| 3M | -7.1% | -23.0% | +15.9% | +7.0% |
| 6M | +7.3% | -39.4% | +46.7% | +37.0% |
| YTD | -33.6% | -21.7% | -12.0% | -35.7% |
| 1Y | -40.8% | -25.9% | -14.9% | -38.5% |
| All | -40.8% | -26.2% | -14.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling