-1.6%
SO vs ITOT
+16.9%
-18.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.8% |
| 7D | -1.1% | -2.0% | +0.9% | -1.6% |
| 30D | -3.7% | -2.0% | -1.8% | -4.2% |
| 3M | -5.9% | +4.5% | -10.4% | -4.9% |
| 6M | -7.3% | +12.6% | -20.0% | -5.3% |
| YTD | +3.1% | +12.0% | -8.9% | +5.1% |
| All | -1.6% | +16.9% | -18.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling