+57.9%
SO vs ITOT
+73.3%
-15.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -2.5% | -1.6% | -0.9% | -2.2% |
| 3M | -4.2% | +3.5% | -7.7% | -5.0% |
| 6M | -7.7% | +13.1% | -20.8% | -10.5% |
| YTD | +3.8% | +12.7% | -8.9% | +0.6% |
| 1Y | +0.1% | +18.3% | -18.3% | -4.3% |
| 3Y | +44.2% | +76.4% | -32.2% | +18.4% |
| 5Y | +57.9% | +73.8% | -15.9% | +23.8% |
| All | +57.9% | +73.3% | -15.5% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling