+16.3%
SOJC vs VOO
+232.0%
-215.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -0.5% | -3.6% | +3.1% | +0.5% |
| 3M | -7.0% | -2.7% | -4.3% | -6.3% |
| 6M | -13.4% | +2.2% | -15.7% | -14.1% |
| YTD | -11.1% | +10.9% | -22.0% | -14.0% |
| 1Y | -14.2% | +11.3% | -25.5% | -17.0% |
| 3Y | -3.6% | +76.9% | -80.5% | -19.7% |
| 5Y | -7.3% | +73.5% | -80.8% | -23.1% |
| All | +16.3% | +232.0% | -215.7% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling