+60.2%
SO vs VLTO
+54.1%
+6.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.4% | +12.0% | -11.6% | -1.2% |
| 30D | +9.2% | +20.8% | -11.6% | +6.4% |
| 3M | +1.1% | +20.1% | -19.0% | -1.5% |
| 6M | -1.1% | +32.6% | -33.7% | -4.7% |
| YTD | +9.7% | +17.3% | -7.6% | +7.1% |
| 1Y | +5.5% | +17.3% | -11.8% | +2.9% |
| 3Y | +47.0% | +66.9% | -19.9% | +41.1% |
| All | +60.2% | +54.1% | +6.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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