-5.0%
SOJD vs VOO
+154.3%
-159.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -4.4% | +2.6% | -6.9% | -5.4% |
| 30D | -3.0% | -2.0% | -1.0% | -2.3% |
| 3M | -8.1% | -2.8% | -5.3% | -7.1% |
| 6M | -13.6% | +2.2% | -15.7% | -14.5% |
| YTD | -12.1% | +11.5% | -23.6% | -16.3% |
| 1Y | -12.2% | +13.5% | -25.7% | -17.1% |
| 3Y | -7.2% | +78.1% | -85.3% | -29.6% |
| 5Y | -18.0% | +73.1% | -91.1% | -37.4% |
| All | -5.0% | +154.3% | -159.3% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling