+605.0%
SO vs VIG
+630.3%
-25.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.4% |
| 30D | +8.1% | +2.7% | +5.4% | +6.2% |
| 3M | +0.2% | 0.0% | +0.2% | +0.1% |
| 6M | +0.4% | +6.8% | -6.4% | -3.8% |
| YTD | +8.5% | +12.1% | -3.6% | +0.6% |
| 1Y | +4.9% | +14.8% | -9.9% | -4.3% |
| 3Y | +47.9% | +62.4% | -14.5% | +6.6% |
| 5Y | +75.7% | +59.6% | +16.1% | +27.2% |
| 10Y | +178.0% | +261.5% | -83.5% | +22.4% |
| All | +605.0% | +630.3% | -25.4% | +105.2% |
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