+18.8%
SOJC vs SPY
+231.3%
-212.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +1.6% | -3.3% | +4.9% | +2.5% |
| 3M | -5.3% | -2.4% | -2.9% | -4.7% |
| 6M | -11.6% | +2.6% | -14.1% | -12.3% |
| YTD | -9.2% | +11.2% | -20.4% | -12.2% |
| 1Y | -11.7% | +13.4% | -25.1% | -15.1% |
| 3Y | -1.2% | +79.9% | -81.1% | -18.2% |
| 5Y | -6.5% | +72.2% | -78.7% | -22.3% |
| All | +18.8% | +231.3% | -212.5% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling