+15.4%
SOFI vs JBL
+409.3%
-394.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -2.6% |
| 7D | -4.9% | +2.4% | -7.4% | -6.5% |
| 30D | -3.5% | -13.1% | +9.7% | +5.1% |
| 3M | +3.9% | -15.6% | +19.5% | +13.8% |
| 6M | -6.5% | +24.6% | -31.1% | -23.0% |
| YTD | -33.8% | +39.6% | -73.4% | -50.4% |
| 1Y | -33.3% | +48.6% | -81.9% | -52.6% |
| 3Y | +94.6% | +197.3% | -102.7% | -22.8% |
| All | +15.4% | +409.3% | -394.0% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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