-77.1%
SJT vs VT
+346.0%
-423.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.0% |
| 30D | -15.7% | -5.0% | -10.8% | -12.9% |
| 3M | +30.5% | -4.9% | +35.4% | +34.6% |
| 6M | -22.8% | -1.5% | -21.3% | -22.6% |
| YTD | -42.9% | +8.5% | -51.4% | -46.9% |
| 1Y | -46.5% | +11.4% | -57.9% | -51.2% |
| 3Y | -54.1% | +70.1% | -124.1% | -69.3% |
| 5Y | -34.5% | +53.7% | -88.3% | -53.0% |
| 10Y | +9.3% | +220.0% | -210.7% | -53.6% |
| All | -77.1% | +346.0% | -423.1% | -94.1% |
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