-54.9%
SJB vs VOO
+680.9%
-735.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +0.5% | +2.0% | -1.5% | +1.3% |
| 6M | +0.6% | +13.0% | -12.5% | +5.5% |
| YTD | +1.0% | +13.6% | -12.6% | +6.2% |
| 1Y | +1.4% | +20.1% | -18.7% | +9.0% |
| 3Y | -4.8% | +77.6% | -82.3% | +20.4% |
| 5Y | +0.2% | +82.4% | -82.2% | +31.0% |
| 10Y | -28.2% | +316.8% | -345.1% | +37.2% |
| All | -54.9% | +680.9% | -735.8% | +17.8% |
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