-8.6%
SOJC price history and return analytics
+57.0%
-65.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.1% | +2.4% | -5.4% | -3.8% |
| 30D | -2.5% | -1.5% | -1.0% | -2.1% |
| 3M | -8.5% | -4.1% | -4.4% | -7.4% |
| 6M | -14.6% | +0.6% | -15.2% | -14.9% |
| YTD | -12.6% | +11.0% | -23.7% | -15.7% |
| 1Y | -14.1% | +13.3% | -27.5% | -17.7% |
| 3Y | -6.0% | +73.4% | -79.4% | -22.8% |
| All | -8.6% | +57.0% | -65.6% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling