+45.3%
SO vs VEU
+77.0%
-31.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +1.0% | +1.7% | -0.6% | +0.8% |
| 30D | -3.2% | +1.0% | -4.2% | -3.3% |
| 3M | -1.7% | +5.6% | -7.3% | -2.4% |
| 6M | -7.2% | +13.7% | -20.9% | -9.2% |
| YTD | +4.6% | +17.7% | -13.2% | +1.4% |
| 1Y | +1.2% | +25.8% | -24.6% | -3.4% |
| 3Y | +45.3% | +77.1% | -31.8% | +18.0% |
| All | +45.3% | +77.0% | -31.7% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling