-14.1%
SOJE price history and return analytics
+123.9%
-138.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +1.4% | -1.1% | +2.6% | +1.8% |
| 30D | -0.6% | -1.0% | +0.4% | -0.2% |
| 3M | -2.8% | +3.2% | -6.0% | -3.9% |
| 6M | -7.7% | +12.5% | -20.2% | -11.6% |
| YTD | -4.8% | +14.1% | -18.8% | -9.4% |
| 1Y | -11.5% | +18.9% | -30.4% | -17.1% |
| 3Y | -5.0% | +74.1% | -79.0% | -23.8% |
| 5Y | -19.5% | +66.9% | -86.4% | -36.1% |
| All | -14.1% | +123.9% | -138.0% | -34.3% |
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