+58.7%
SO vs VIG
+63.6%
-4.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | -3.2% | -2.1% | -1.1% | -2.2% |
| 3M | -1.7% | +3.3% | -5.0% | -3.3% |
| 6M | -7.2% | +9.3% | -16.5% | -11.2% |
| YTD | +4.6% | +10.1% | -5.6% | -0.5% |
| 1Y | +1.2% | +14.7% | -13.5% | -5.7% |
| 3Y | +45.3% | +56.9% | -11.7% | +11.7% |
| 5Y | +58.7% | +62.9% | -4.2% | +15.8% |
| All | +58.7% | +63.6% | -4.9% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling