+4.8%
SOJF vs SPY
+29.7%
-24.9%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -2.8% | -1.7% | -1.2% | -2.7% |
| 3M | -2.6% | +4.7% | -7.3% | -3.0% |
| 6M | -3.7% | +12.5% | -16.2% | -4.7% |
| YTD | -1.5% | +11.7% | -13.2% | -2.4% |
| 1Y | -2.6% | +17.5% | -20.0% | -3.9% |
| All | +4.8% | +29.7% | -24.9% | +3.2% |
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 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