+6,358.4%
SO vs VMC
+3,567.9%
+2,790.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | +8.7% | +17.7% | -9.0% | +6.3% |
| 3M | +3.4% | +1.1% | +2.3% | +3.1% |
| 6M | +3.7% | +1.8% | +1.9% | +3.2% |
| YTD | +10.0% | +1.5% | +8.5% | +9.3% |
| 1Y | +6.6% | -1.1% | +7.7% | +6.2% |
| 3Y | +52.5% | +38.8% | +13.7% | +44.2% |
| 5Y | +76.1% | +49.6% | +26.5% | +63.6% |
| 10Y | +194.9% | +130.6% | +64.3% | +152.4% |
| All | +6,358.4% | +3,567.9% | +2,790.6% | +4,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling