+15.4%
SOFI vs JAAA
+26.5%
-11.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.4% |
| 7D | -4.9% | +0.1% | -5.0% | -5.2% |
| 30D | -3.5% | +0.5% | -4.0% | -5.1% |
| 3M | +3.9% | +1.3% | +2.6% | -0.2% |
| 6M | -6.5% | +2.8% | -9.3% | -14.4% |
| YTD | -33.8% | +3.3% | -37.1% | -40.2% |
| 1Y | -33.3% | +4.9% | -38.2% | -42.5% |
| 3Y | +94.6% | +19.0% | +75.6% | +53.2% |
| All | +15.4% | +26.5% | -11.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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