+522.2%
SO vs VEU
+176.7%
+345.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +7.8% | -1.0% | +8.8% | +8.1% |
| 3M | +2.9% | -3.6% | +6.5% | +4.2% |
| 6M | +2.5% | -1.2% | +3.6% | +2.4% |
| YTD | +10.3% | +12.0% | -1.7% | +4.7% |
| 1Y | +6.4% | +13.9% | -7.5% | +0.3% |
| 3Y | +52.8% | +71.3% | -18.5% | +21.8% |
| 5Y | +78.7% | +50.3% | +28.4% | +48.6% |
| 10Y | +196.3% | +150.3% | +46.0% | +100.5% |
| All | +522.2% | +176.7% | +345.5% | +262.7% |
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