-53.6%
SJB vs VOO
+666.7%
-720.4%
-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 | +0.5% | +2.6% | -2.1% | +1.5% |
| 30D | -0.3% | -2.0% | +1.7% | -1.0% |
| 3M | +3.3% | -2.8% | +6.1% | +2.4% |
| 6M | +2.9% | +2.2% | +0.7% | +3.9% |
| YTD | +3.7% | +11.5% | -7.8% | +8.4% |
| 1Y | +3.1% | +13.5% | -10.4% | +8.5% |
| 3Y | -3.7% | +78.1% | -81.8% | +22.0% |
| 5Y | +2.9% | +73.1% | -70.2% | +31.9% |
| 10Y | -28.3% | +310.7% | -339.0% | +36.3% |
| All | -53.6% | +666.7% | -720.4% | +20.3% |
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 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