-5.0%
SOJD price history and return analytics
+115.5%
-120.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -4.4% | +2.4% | -6.7% | -5.4% |
| 30D | -3.0% | -1.5% | -1.5% | -2.4% |
| 3M | -8.1% | -4.1% | -4.0% | -6.3% |
| 6M | -13.6% | +0.6% | -14.1% | -14.0% |
| YTD | -12.1% | +11.0% | -23.1% | -16.9% |
| 1Y | -12.2% | +13.3% | -25.6% | -17.9% |
| 3Y | -7.2% | +73.4% | -80.6% | -31.3% |
| 5Y | -18.0% | +57.4% | -75.4% | -36.3% |
| All | -5.0% | +115.5% | -120.5% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling