-12.2%
SOJC price history and return analytics
+21.4%
-33.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.6% | +1.0% | -1.6% | -0.8% |
| 30D | -2.2% | -0.2% | -1.9% | -2.1% |
| 3M | -5.5% | +4.5% | -10.1% | -6.7% |
| 6M | -9.8% | +14.1% | -23.8% | -13.3% |
| YTD | -6.2% | +14.8% | -21.0% | -10.4% |
| 1Y | -12.2% | +21.2% | -33.4% | -18.8% |
| All | -12.2% | +21.4% | -33.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling