+162.0%
SO vs VMC
+146.8%
+15.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.2% |
| 7D | 0.0% | -5.3% | +5.4% | +0.8% |
| 30D | -2.5% | -12.3% | +9.8% | -0.6% |
| 3M | -4.2% | -10.3% | +6.1% | -2.8% |
| 6M | -7.7% | -8.6% | +0.9% | -6.7% |
| YTD | +3.8% | -11.9% | +15.7% | +5.3% |
| 1Y | +0.1% | -13.9% | +14.0% | +1.7% |
| 3Y | +44.2% | +18.2% | +26.0% | +38.1% |
| 5Y | +57.9% | +47.7% | +10.1% | +44.1% |
| 10Y | +162.0% | +152.5% | +9.5% | +116.5% |
| All | +162.0% | +146.8% | +15.2% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling