+57.9%
SO vs VEU
+56.2%
+1.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -2.5% | +0.7% | -3.1% | -2.6% |
| 3M | -4.2% | +4.7% | -8.9% | -5.3% |
| 6M | -7.7% | +11.6% | -19.3% | -10.5% |
| YTD | +3.8% | +16.8% | -13.0% | -0.8% |
| 1Y | +0.1% | +24.9% | -24.8% | -6.4% |
| 3Y | +44.2% | +75.7% | -31.5% | +19.3% |
| 5Y | +57.9% | +56.1% | +1.7% | +27.4% |
| All | +57.9% | +56.2% | +1.7% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling