-74.2%
SJT vs VT
+357.6%
-431.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.6% | +9.9% | +10.6% |
| 7D | +16.1% | +0.4% | +15.7% | +15.8% |
| 30D | -5.0% | -2.6% | -2.4% | -3.3% |
| 3M | +42.7% | -3.2% | +45.9% | +45.6% |
| 6M | -12.8% | +0.9% | -13.7% | -13.9% |
| YTD | -35.8% | +11.3% | -47.1% | -41.2% |
| 1Y | -40.0% | +14.0% | -54.0% | -46.1% |
| 3Y | -46.6% | +75.8% | -122.5% | -65.1% |
| 5Y | -25.8% | +57.8% | -83.7% | -47.6% |
| 10Y | +30.2% | +219.8% | -189.6% | -44.7% |
| All | -74.2% | +357.6% | -431.9% | -93.5% |
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