-49.7%
SJT vs VOO
+77.4%
-127.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +8.1% | -0.8% | +8.9% | +8.4% |
| 30D | +13.9% | -1.1% | +15.0% | +14.3% |
| 3M | -9.1% | +3.9% | -13.0% | -10.8% |
| 6M | -37.0% | +13.6% | -50.6% | -40.9% |
| YTD | -43.1% | +12.7% | -55.8% | -46.3% |
| 1Y | -44.6% | +17.6% | -62.2% | -49.1% |
| 3Y | -49.7% | +77.3% | -127.0% | -58.6% |
| All | -49.7% | +77.4% | -127.1% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling