+4.8%
SOJF vs VOO
+29.9%
-25.1%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -2.8% | -1.7% | -1.1% | -2.6% |
| 3M | -2.6% | +4.7% | -7.3% | -3.0% |
| 6M | -3.7% | +12.6% | -16.3% | -4.7% |
| YTD | -1.5% | +11.8% | -13.3% | -2.5% |
| 1Y | -2.6% | +17.5% | -20.1% | -3.9% |
| All | +4.8% | +29.9% | -25.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling