-15.4%
SOJD vs VOO
+75.1%
-90.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | +0.2% | -2.3% | +2.6% | +1.0% |
| 3M | -5.6% | -1.2% | -4.4% | -5.3% |
| 6M | -11.9% | +3.3% | -15.2% | -13.0% |
| YTD | -9.5% | +12.3% | -21.8% | -13.1% |
| 1Y | -11.8% | +12.5% | -24.3% | -15.3% |
| 3Y | -3.4% | +79.2% | -82.6% | -22.7% |
| 5Y | -15.4% | +75.7% | -91.1% | -33.5% |
| All | -15.4% | +75.1% | -90.5% | -33.5% |
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