+15.4%
SOFI vs CCJ
+281.7%
-266.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -4.9% | -4.0% | -0.9% | -3.1% |
| 30D | -3.5% | -2.4% | -1.1% | -2.2% |
| 3M | +3.9% | -2.3% | +6.2% | +5.2% |
| 6M | -6.5% | -16.2% | +9.7% | +0.6% |
| YTD | -33.8% | +5.7% | -39.5% | -37.4% |
| 1Y | -33.3% | +21.3% | -54.5% | -41.6% |
| 3Y | +94.6% | +159.4% | -64.8% | +8.8% |
| All | +15.4% | +281.7% | -266.4% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling