+616.4%
SO vs VIG
+655.8%
-39.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +7.8% | +4.9% | +2.9% | +4.5% |
| 3M | +2.9% | +2.9% | 0.0% | +1.0% |
| 6M | +2.5% | +11.2% | -8.8% | -4.3% |
| YTD | +10.3% | +16.0% | -5.7% | 0.0% |
| 1Y | +6.4% | +17.0% | -10.6% | -4.1% |
| 3Y | +52.8% | +66.9% | -14.1% | +8.4% |
| 5Y | +78.7% | +65.8% | +12.9% | +26.3% |
| 10Y | +196.3% | +263.6% | -67.3% | +29.7% |
| All | +616.4% | +655.8% | -39.4% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling