+677.6%
SO vs VNQ
+387.0%
+290.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -2.5% | -2.2% | -0.3% | -1.8% |
| 3M | -4.2% | -1.9% | -2.2% | -3.6% |
| 6M | -7.7% | +3.2% | -10.9% | -8.6% |
| YTD | +3.8% | +9.4% | -5.6% | +0.8% |
| 1Y | +0.1% | +7.5% | -7.5% | -2.3% |
| 3Y | +44.2% | +31.1% | +13.1% | +31.7% |
| 5Y | +57.9% | +6.6% | +51.3% | +53.1% |
| 10Y | +162.0% | +63.9% | +98.0% | +124.7% |
| All | +677.6% | +387.0% | +290.7% | +346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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