-14.5%
SOJD price history and return analytics
+57.4%
-71.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.5% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +2.3% | -2.6% | +4.9% | +3.3% |
| 3M | -4.1% | -3.2% | -0.9% | -3.0% |
| 6M | -10.1% | +0.9% | -11.0% | -10.5% |
| YTD | -7.7% | +11.3% | -19.0% | -11.6% |
| 1Y | -9.6% | +14.0% | -23.6% | -14.2% |
| 3Y | -0.4% | +75.8% | -76.3% | -21.9% |
| 5Y | -14.5% | +57.8% | -72.3% | -32.1% |
| All | -14.5% | +57.4% | -71.9% | -32.1% |
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