-78.9%
SJT vs VT
+374.2%
-453.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +9.2% | +0.4% | +8.8% | +8.9% |
| 30D | +20.3% | +1.0% | +19.4% | +19.4% |
| 3M | -24.1% | +2.4% | -26.5% | -25.7% |
| 6M | -42.7% | +12.0% | -54.7% | -47.7% |
| YTD | -47.3% | +15.3% | -62.7% | -52.9% |
| 1Y | -48.8% | +22.6% | -71.4% | -56.2% |
| 3Y | -54.4% | +74.7% | -129.1% | -70.0% |
| 5Y | -5.8% | +66.1% | -71.9% | -35.7% |
| 10Y | +8.9% | +225.0% | -216.1% | -54.2% |
| All | -78.9% | +374.2% | -453.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling