+4.8%
SOJF price history and return analytics
+37.0%
-32.2%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -2.8% | -1.4% | -1.4% | -2.7% |
| 3M | -2.6% | +4.7% | -7.3% | -3.1% |
| 6M | -3.7% | +11.4% | -15.1% | -4.8% |
| YTD | -1.5% | +13.1% | -14.6% | -2.8% |
| 1Y | -2.6% | +19.0% | -21.6% | -4.3% |
| All | +4.8% | +37.0% | -32.2% | +2.3% |
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 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