+484.2%
SO vs VEU
+192.1%
+292.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -4.6% | +2.2% | -6.8% | -5.4% |
| 3M | -3.0% | +3.0% | -6.0% | -4.4% |
| 6M | -8.3% | +10.9% | -19.1% | -12.3% |
| YTD | +3.5% | +18.2% | -14.7% | -3.6% |
| 1Y | -0.9% | +28.3% | -29.2% | -10.7% |
| 3Y | +45.4% | +74.6% | -29.3% | +15.3% |
| 5Y | +59.6% | +56.4% | +3.2% | +31.0% |
| 10Y | +156.6% | +153.0% | +3.6% | +72.9% |
| All | +484.2% | +192.1% | +292.1% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling