-5.0%
SOJE vs SPY
+77.0%
-81.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | -0.6% | -1.1% | +0.5% | -0.3% |
| 3M | -2.8% | +3.9% | -6.7% | -3.7% |
| 6M | -7.7% | +13.6% | -21.3% | -10.6% |
| YTD | -4.8% | +12.7% | -17.4% | -7.6% |
| 1Y | -11.5% | +17.5% | -29.0% | -15.1% |
| 3Y | -5.0% | +76.9% | -81.9% | -26.2% |
| All | -5.0% | +77.0% | -81.9% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling