-11.5%
SOJD vs VOO
+81.6%
-93.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -3.2% | -1.4% | -1.9% | -2.8% |
| 3M | -5.8% | +3.7% | -9.6% | -7.0% |
| 6M | -10.7% | +13.0% | -23.8% | -14.3% |
| YTD | -7.0% | +12.4% | -19.5% | -10.7% |
| 1Y | -13.4% | +18.6% | -32.0% | -18.3% |
| 3Y | -5.3% | +78.1% | -83.4% | -23.9% |
| 5Y | -11.5% | +82.3% | -93.8% | -30.8% |
| All | -11.5% | +81.6% | -93.1% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling