+77.6%
SO vs VCIT
+3.7%
+73.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | +9.2% | +2.1% | +7.2% | +7.3% |
| 3M | +1.1% | -1.6% | +2.7% | +2.5% |
| 6M | -1.1% | -1.6% | +0.5% | +0.3% |
| YTD | +9.7% | -1.5% | +11.2% | +11.1% |
| 1Y | +5.5% | -0.4% | +5.9% | +5.8% |
| 3Y | +47.0% | +19.6% | +27.5% | +26.4% |
| 5Y | +77.6% | +3.3% | +74.3% | +53.9% |
| All | +77.6% | +3.7% | +73.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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