-78.1%
SJT price history and return analytics
+371.8%
-449.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.1% |
| 7D | +7.7% | +1.0% | +6.7% | +7.0% |
| 30D | +21.3% | -0.2% | +21.6% | +21.4% |
| 3M | -17.9% | +4.5% | -22.5% | -20.8% |
| 6M | -38.1% | +14.1% | -52.2% | -44.2% |
| YTD | -45.4% | +14.8% | -60.1% | -51.0% |
| 1Y | -47.3% | +21.2% | -68.4% | -54.6% |
| 3Y | -53.2% | +76.6% | -129.7% | -69.5% |
| 5Y | -2.5% | +66.6% | -69.1% | -33.6% |
| 10Y | +7.7% | +222.3% | -214.6% | -54.4% |
| All | -78.1% | +371.8% | -449.9% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling