-2.9%
JSM vs VOO
+80.3%
-83.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.0% | -2.0% | +1.0% | -0.1% |
| 30D | +1.6% | -1.7% | +3.3% | +2.3% |
| 3M | -0.7% | +4.7% | -5.5% | -2.9% |
| 6M | -3.4% | +12.6% | -16.0% | -8.7% |
| YTD | -8.4% | +11.8% | -20.1% | -13.1% |
| 1Y | -0.8% | +17.5% | -18.3% | -8.2% |
| 3Y | +22.1% | +77.0% | -54.9% | -11.1% |
| 5Y | -2.9% | +82.6% | -85.5% | -33.3% |
| All | -2.9% | +80.3% | -83.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling