-15.1%
SOJE price history and return analytics
+123.9%
-139.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -2.1% | -0.7% | -1.5% | -1.9% |
| 3M | -3.4% | +4.0% | -7.4% | -4.8% |
| 6M | -9.4% | +12.3% | -21.7% | -13.2% |
| YTD | -5.9% | +14.0% | -20.0% | -10.5% |
| 1Y | -11.6% | +20.3% | -31.9% | -17.5% |
| 3Y | -6.6% | +75.4% | -82.0% | -25.3% |
| 5Y | -20.6% | +66.0% | -86.6% | -37.0% |
| All | -15.1% | +123.9% | -139.0% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling