+17.9%
SOJC vs VT
+149.5%
-131.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.1% | -2.3% | +4.5% | +2.9% |
| 30D | +0.8% | -5.0% | +5.7% | +2.4% |
| 3M | -6.0% | -4.9% | -1.1% | -4.5% |
| 6M | -11.8% | -1.5% | -10.3% | -11.5% |
| YTD | -9.9% | +8.5% | -18.4% | -12.5% |
| 1Y | -12.7% | +11.4% | -24.1% | -16.0% |
| 3Y | -3.2% | +70.1% | -73.3% | -20.0% |
| 5Y | -8.0% | +53.7% | -61.7% | -22.0% |
| All | +17.9% | +149.5% | -131.6% | -15.8% |
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 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