+5.6%
SOJF price history and return analytics
+38.2%
-32.7%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.6% |
| 7D | -2.2% | -1.1% | -1.1% | -2.1% |
| 30D | -2.1% | -1.0% | -1.1% | -2.0% |
| 3M | -2.0% | +3.2% | -5.2% | -2.4% |
| 6M | -2.7% | +12.5% | -15.2% | -3.9% |
| YTD | -0.8% | +14.1% | -14.8% | -2.1% |
| 1Y | -2.1% | +18.9% | -21.0% | -3.8% |
| All | +5.6% | +38.2% | -32.7% | +2.9% |
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