+572.7%
SO vs VIG
+623.5%
-50.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -0.2% | -0.4% | +0.3% | +0.1% |
| 30D | -4.6% | -1.0% | -3.6% | -4.0% |
| 3M | -3.0% | +2.8% | -5.8% | -4.8% |
| 6M | -8.3% | +8.2% | -16.4% | -12.8% |
| YTD | +3.5% | +11.0% | -7.5% | -3.4% |
| 1Y | -0.9% | +16.1% | -17.1% | -10.3% |
| 3Y | +45.4% | +56.2% | -10.8% | +7.6% |
| 5Y | +59.6% | +63.0% | -3.4% | +14.0% |
| 10Y | +156.6% | +241.4% | -84.8% | +16.8% |
| All | +572.7% | +623.5% | -50.8% | +97.1% |
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