-15.1%
SOJE vs SPY
+149.2%
-164.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.3% | -0.4% | +1.6% | +1.4% |
| 30D | -2.1% | -1.4% | -0.8% | -1.7% |
| 3M | -3.4% | +3.7% | -7.1% | -4.6% |
| 6M | -9.4% | +13.0% | -22.4% | -12.9% |
| YTD | -5.9% | +12.4% | -18.3% | -9.5% |
| 1Y | -11.6% | +18.5% | -30.1% | -16.4% |
| 3Y | -6.6% | +77.6% | -84.2% | -24.0% |
| 5Y | -20.6% | +81.7% | -102.3% | -37.1% |
| All | -15.1% | +149.2% | -164.3% | -35.4% |
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