+274.5%
JSML vs VOO
+374.9%
-100.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | -0.1% | +0.1% | -0.3% | -0.3% |
| 30D | -2.9% | +0.1% | -2.9% | -2.9% |
| 3M | +0.2% | +2.0% | -1.9% | -1.9% |
| 6M | +18.0% | +13.0% | +5.0% | +3.6% |
| YTD | +20.8% | +13.6% | +7.2% | +5.5% |
| 1Y | +21.9% | +20.1% | +1.8% | +0.5% |
| 3Y | +64.9% | +77.6% | -12.7% | -10.6% |
| 5Y | +30.5% | +82.4% | -52.0% | -30.6% |
| 10Y | +217.9% | +316.8% | -99.0% | -23.2% |
| All | +274.5% | +374.9% | -100.4% | -19.2% |
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