+283.9%
JSMD vs VOO
+372.3%
-88.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | +0.1% |
| 7D | +1.7% | +0.5% | +1.1% | +1.1% |
| 30D | -4.1% | -0.9% | -3.2% | -3.2% |
| 3M | -1.2% | +3.9% | -5.1% | -5.0% |
| 6M | +16.3% | +14.5% | +1.7% | +1.3% |
| YTD | +13.9% | +13.0% | +1.0% | +0.8% |
| 1Y | +11.2% | +19.4% | -8.2% | -6.9% |
| 3Y | +56.9% | +78.9% | -22.0% | -13.0% |
| 5Y | +39.1% | +82.3% | -43.2% | -23.7% |
| 10Y | +224.3% | +314.2% | -89.9% | -17.7% |
| All | +283.9% | +372.3% | -88.4% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling