+154.8%
SO vs VEU
+152.3%
+2.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -1.1% | -1.9% | +0.8% | -0.3% |
| 30D | -3.7% | -0.7% | -3.0% | -3.5% |
| 3M | -5.9% | +4.9% | -10.8% | -8.3% |
| 6M | -7.3% | +9.8% | -17.2% | -12.1% |
| YTD | +3.1% | +15.3% | -12.2% | -4.8% |
| 1Y | -1.0% | +23.0% | -24.0% | -11.8% |
| 3Y | +43.2% | +73.5% | -30.2% | +4.6% |
| 5Y | +59.1% | +54.5% | +4.6% | +23.0% |
| All | +154.8% | +152.3% | +2.4% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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