+2.2%
SOJD vs SPY
+158.0%
-155.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -2.4% | +0.1% | -2.4% | -2.4% |
| 3M | -3.8% | +2.0% | -5.8% | -4.7% |
| 6M | -10.3% | +13.0% | -23.4% | -15.0% |
| YTD | -5.4% | +13.5% | -19.0% | -10.5% |
| 1Y | -10.5% | +20.0% | -30.5% | -17.3% |
| 3Y | -2.8% | +77.2% | -80.0% | -25.8% |
| 5Y | -11.2% | +81.9% | -93.1% | -33.8% |
| All | +2.2% | +158.0% | -155.8% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling