+521.0%
SO vs VEU
+174.2%
+346.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | +8.7% | -2.3% | +11.0% | +9.5% |
| 3M | +3.4% | -4.4% | +7.8% | +4.9% |
| 6M | +3.7% | -2.2% | +5.9% | +4.0% |
| YTD | +10.0% | +10.9% | -0.9% | +4.8% |
| 1Y | +6.6% | +13.4% | -6.8% | +0.7% |
| 3Y | +52.5% | +69.7% | -17.2% | +21.9% |
| 5Y | +76.1% | +50.0% | +26.1% | +46.6% |
| 10Y | +194.9% | +145.8% | +49.1% | +100.9% |
| All | +521.0% | +174.2% | +346.8% | +263.3% |
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