+56.5%
SJT vs VT
+222.7%
-166.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +43.7% | +2.9% | +40.8% | +41.1% |
| 30D | -2.0% | -2.5% | +0.5% | -0.4% |
| 3M | +54.4% | -3.3% | +57.8% | +57.7% |
| 6M | +1.9% | +1.5% | +0.3% | +0.1% |
| YTD | -22.8% | +11.4% | -34.1% | -29.5% |
| 1Y | -30.6% | +11.9% | -42.5% | -36.9% |
| 3Y | -37.1% | +73.9% | -111.0% | -59.5% |
| 5Y | -9.2% | +57.9% | -67.1% | -37.8% |
| All | +56.5% | +222.7% | -166.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling