+162.0%
SO vs VIG
+241.3%
-79.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | 0.0% | -1.2% | +1.2% | +0.9% |
| 30D | -2.5% | -2.8% | +0.3% | -0.5% |
| 3M | -4.2% | +2.5% | -6.6% | -5.9% |
| 6M | -7.7% | +8.1% | -15.7% | -12.9% |
| YTD | +3.8% | +9.6% | -5.8% | -3.2% |
| 1Y | +0.1% | +14.2% | -14.1% | -9.7% |
| 3Y | +44.2% | +56.1% | -11.9% | +0.4% |
| 5Y | +57.9% | +62.8% | -5.0% | +4.8% |
| 10Y | +162.0% | +248.2% | -86.2% | +0.4% |
| All | +162.0% | +241.3% | -79.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling